Alessiobrini / Deep-Reinforcement-Trading-with-Predictable-Returns
Reinforcement Learning framework to make synthetic experiments in the financial domain
☆22Updated last year
Related projects ⓘ
Alternatives and complementary repositories for Deep-Reinforcement-Trading-with-Predictable-Returns
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- ☆11Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆49Updated 8 months ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 5 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆37Updated last year
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Updated 2 years ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆12Updated 5 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆44Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- Official implementation of PRUDEX-Compass☆36Updated last year
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆19Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆30Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆48Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆78Updated 3 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆48Updated 4 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment…☆41Updated 2 months ago
- differential Sharpe ratio☆31Updated 5 years ago
- A financial trading method using machine learning.☆58Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆20Updated 2 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆33Updated 2 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆17Updated 3 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆53Updated 5 years ago