AlexanderGuillermoSeguraBallesteros / RRL
Recurrent Reinforcement Learning (RRL)This is a repository for the implementations of RRL, mainly following Moody's work, other authors will be given credit as well on the go.
☆9Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for RRL
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 6 years ago
- Trading Stock with Deep Reinforcement Learning☆26Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆32Updated last year
- Implementations of FX trading with RRL☆64Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆28Updated 5 years ago
- Deep learning for price movement prediction using high frequency limit order data☆38Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆47Updated 5 years ago
- Trend Prediction for High Frequency Trading☆38Updated last year
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- A deep learning model for Financial Signal Representation and Trading☆70Updated 6 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- A simply framework of researching stock data through LSTM by Tensorflow☆17Updated 5 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆27Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆18Updated 4 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆16Updated 4 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆21Updated 6 years ago
- ☆18Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 5 years ago
- ☆32Updated 4 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
- Deep Reinforcement Learning for Stock trading task☆18Updated 3 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆15Updated last year
- quantitative trading system based on deep learning and reinforcement learning☆51Updated 6 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆86Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Build DDPG models and test on stock market☆22Updated 6 years ago