fi-2010

LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈

OCET, torch, transformers, DeepLOB,limit-order-books

Leakage-resistant FI-2010 limit-order-book classification with anchored validation, model ladders, abstention and sealed holdout governance.

Microsecond-scale limit order book inference with custom CUDA/cuTile kernels, TensorRT Plugin V3, CUDA Graphs, and p99 latency benchmarking.

Deep learning for limit order book prediction and trading: DeepLOB reproduction, Transformer extension, ablation study, backtesting, and cost-aware training on FI-2010