AI4Finance-Foundation / FinRL_Market_SimulatorLinks
☆94Updated last year
Alternatives and similar repositories for FinRL_Market_Simulator
Users that are interested in FinRL_Market_Simulator are comparing it to the libraries listed below
Sorting:
- ☆122Updated 11 months ago
- ☆135Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆132Updated 2 weeks ago
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆165Updated last year
- This project implements the two deep reinforcement learning algorithms on portfolio management☆54Updated 7 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆130Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆68Updated 2 years ago
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆98Updated last year
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆166Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆71Updated 2 years ago
- Fintech literature, including journal, conference, book and useful links☆99Updated 3 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆78Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated 11 months ago
- ☆43Updated 2 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆53Updated 2 years ago
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆90Updated 2 months ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆71Updated 2 years ago
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 7 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆152Updated this week
- Resources☆235Updated last year
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- ☆70Updated last year
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆32Updated 3 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆106Updated 3 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆69Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- Tensortrade project for reinforcement learning in futures market☆56Updated 5 years ago