differential Sharpe ratio
☆37Jun 28, 2019Updated 6 years ago
Alternatives and similar repositories for DSR
Users that are interested in DSR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Jun 10, 2023Updated 2 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- ☆36Aug 29, 2022Updated 3 years ago
- ☆20Mar 28, 2023Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Profitable Reinforcement Learning Agent on Crypto Markets☆14Apr 26, 2023Updated 2 years ago
- ☆21Jul 9, 2023Updated 2 years ago
- A backtest a day keeps the losses away!☆15Sep 11, 2023Updated 2 years ago
- ☆10Jun 22, 2020Updated 5 years ago
- Original code for the paper "Learning Goal-Conditioned Policies Offline with Self-Supervised Reward Shaping" by Mezghani et al.☆18Jun 8, 2023Updated 2 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆334Dec 16, 2023Updated 2 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- ☆12Sep 1, 2024Updated last year
- A PyTorch implementation of ResNet-preact☆12Aug 5, 2019Updated 6 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- A PyTorch Lightning template to try out a wide range of ideas on the Ubiquant Market Prediction competition without modifying any code!☆12Mar 24, 2022Updated 4 years ago
- The Compositionality article class.☆13Mar 16, 2026Updated last week
- 📈 如何用深度强化学习自动炒股☆13Mar 31, 2020Updated 5 years ago
- Connecting MLJ and MLFlow☆13Mar 18, 2026Updated last week
- Jurik Moving Average☆13Dec 19, 2020Updated 5 years ago
- Using ReactiveUI and Reactive Extensions to serach with Bing☆13Aug 19, 2015Updated 10 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆130Apr 26, 2020Updated 5 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆947Jan 12, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A simple dashboard for graphing tensortrade simulations☆29Aug 26, 2020Updated 5 years ago
- An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.☆35Jun 9, 2024Updated last year
- Gathers machine learning and deep learning models for Reinforcement Learning☆10Sep 8, 2018Updated 7 years ago
- An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.☆10Sep 24, 2020Updated 5 years ago
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆257Feb 7, 2022Updated 4 years ago
- Training framework for Large Behavioral Models☆27Sep 17, 2025Updated 6 months ago
- ☆22Jan 20, 2024Updated 2 years ago
- 📈 Base on AI(RL/LSTM) algorithm to trade stock or features☆19Sep 17, 2018Updated 7 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- RL^2: Fast Reinforcement Learning via Slow Reinforcement Learning☆18May 24, 2023Updated 2 years ago
- Research attempting to beat a naive dca with volatility forecasts and range position based weightings☆12Jul 9, 2021Updated 4 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆38Feb 26, 2026Updated last month
- Pytorch Implementation of Deep Kalman Filter☆12Sep 30, 2025Updated 5 months ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- nyc is so back☆21Jun 27, 2025Updated 9 months ago
- Pytorch code for learning an underlying PDE from given data.☆15Nov 24, 2021Updated 4 years ago