Alessiobrini / Deep-Reinforcement-Trading-with-Predictable-ReturnsLinks
Reinforcement Learning framework to make synthetic experiments in the financial domain
☆23Updated 2 years ago
Alternatives and similar repositories for Deep-Reinforcement-Trading-with-Predictable-Returns
Users that are interested in Deep-Reinforcement-Trading-with-Predictable-Returns are comparing it to the libraries listed below
Sorting:
- ☆15Updated 4 years ago
- differential Sharpe ratio☆36Updated 6 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…☆58Updated 6 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
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 7 years ago
- 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
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆18Updated 4 years ago
- FInancial REinforcement learning☆30Updated 2 years ago
- Code to support my Master's thesis☆22Updated 2 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Updated 5 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆78Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 8 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
- ☆20Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- Deep learning modelling of orderbooks☆101Updated 5 years ago
- Automated FOREX trading using recurrent reinforcement learning☆34Updated 3 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago