DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the paper 'TRADES: Generating Realistic Market Simulations with Diffusion Models'.

Rust Market Simulation Library with a Python API

End-to-end RL trading framework with PPO agent, self-attention neural network, custom Gym environment, and advanced backtesting.

A back-tester for testing stock trading strategies on historical data

MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series

{Frontend/Backend} Simulate stock trading and investment strategies with real-time data and portfolio management features.

Code for paper "Gradient-assisted calibration for financial agent-based models"

A simple GUI for bristol stock exchange a minimal simulation of a limit order book financial exchange

Interactive crypto market simulator that demonstrates how news, panic, and investor psychology can affect price movements.

Financial market simulations combining stochastic models (GBM, Heston) with agent-based modeling. Explores price dynamics through different trader behaviors - fundamentalists, chartists, noise traders, contrarians, and institutional players. Built with Python for anyone interested in quantitative finance and computational economics.

AHMAPPO_LLM is an AI trading system using ML and RL to predict stocks. It processes data via ingestion, cleaning, and feature engineering. The reproducible pipeline enables end-to-end trading strategy development. Important files - model trainer, builder, AHMAPPO AI agent building, etc. are in private repo to preserve originality.

Simulated equities trading platform with market price engine, EMS/OMS, four algorithmic strategies (Limit, TWAP, POV, VWAP), observability, and a React frontend.

A stochastic market simulation modeling the 2026 Global Healthcare Private Equity landscape. Synthesizes $191B in transaction data across 445 deals, applying the "Rule of 60" valuation framework for HCIT and geopolitical risk discounts for APAC Biopharma. Based on Bain & Company's 2026 strategic outlook.

R

A functional reactive trading simulator built in OCaml.

Market simulation app featuring dynamic product management and economic modeling.

Python trading simulator for testing quantitative finance strategies. Features realistic stock price simulation using geometric Brownian motion, automated trading logic, portfolio management, and performance tracking. WebSocket-based real-time data with no real capital risk.

This program permits student teams to order office supplies suitable for building. Prices change each round to reflect classroom demand.

Simple market lifecycle simulation and performance analysis

Deterministic, event-driven core framework, with explicit risk management, order state machines, queue semantics, and research orchestration.