AustenZhu / Deep-Reinforcement-Learning-in-ZiplineLinks
Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
☆14Updated 3 years ago
Alternatives and similar repositories for Deep-Reinforcement-Learning-in-Zipline
Users that are interested in Deep-Reinforcement-Learning-in-Zipline are comparing it to the libraries listed below
Sorting:
- ☆18Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 7 years ago
- Reinforcement Learning in FX Trading☆28Updated 6 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆34Updated 3 years ago
- ☆17Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 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…☆58Updated 6 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 7 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆12Updated 3 years ago
- ☆18Updated 7 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Updated 5 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 3 years ago
- A deep learning model for Financial Signal Representation and Trading☆76Updated 7 years ago