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Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
This Orderbook Simulation is a C++ application that simulates an order book for financial markets, featuring VWAP calculation, a custom neural network for price prediction, and Python GUIs for order management and visualization.
Open Source Metering and Usage Based Billing API ⭐️ Consumption tracking, Subscription management, Pricing iterations, Payment orchestration & Revenue analytics