This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data.

Real-time neural network inferencing

The most complete DDS - Proven: Plenty of success cases. Looking for commercial support? Contact info@eprosima.com

Similar C# style event system for C++.

A C++17 template library for converting to/from native C++ types to KDB

DeepTrust: A Reliable Financial Knowledge Retrieval Framework For Explaining Extreme Pricing Anomalies

An environment to high-frequency trading agents under reinforcement learning

kdb+ integration with Apache Arrow and Parquet

Machine-learning toolkit

Machine-learning toolkit

OSS implementation of Yandex CatBoost model applier

C++ class to connect to kdb+

C++ interfaces used to communicate with Roq's market gateways.