AustenZhu / Deep-Reinforcement-Learning-in-ZiplineView external linksLinks
Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
☆14Dec 8, 2022Updated 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:
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- ☆13Dec 29, 2018Updated 7 years ago
- This project is focus on stock prediction,our goal is implementing one trading framework using DRL with LSTM.☆11Jun 1, 2018Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Dec 8, 2022Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- My Quantopian Algorithms for Stock Trading on the Live Market☆11Oct 30, 2016Updated 9 years ago
- Reinforcement Learning (RL) is believe to be a more general approach towards Artificial Intelligence (AI). RL is the foundation for many …☆13Dec 22, 2022Updated 3 years ago
- Quantitative finance research tools in Python☆11Mar 8, 2019Updated 6 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- Baselines of reinforcement learning trading agents for China stock market☆18Jul 28, 2021Updated 4 years ago
- Stochastic volatility models☆19Nov 14, 2018Updated 7 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Dec 5, 2018Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- Deep Reinforcement Learning with Fined Grained Action Repetition☆22Jan 8, 2018Updated 8 years ago
- Cryptocurrency trader☆22Oct 30, 2017Updated 8 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 7 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- ☆17May 30, 2020Updated 5 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Nov 21, 2022Updated 3 years ago
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆30Aug 26, 2020Updated 5 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- oTree app for financial market experiments with high frequency trading☆28Aug 28, 2023Updated 2 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Apr 25, 2019Updated 6 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 2 years ago
- Resources that we ourselves use to learn more about algotrading.☆28Sep 1, 2020Updated 5 years ago
- Artificial intelligence machine learning crypto trading bot☆26Jun 30, 2020Updated 5 years ago
- ☆27Mar 8, 2019Updated 6 years ago
- Reinforcement Learning in FX Trading☆28Aug 17, 2019Updated 6 years ago
- COMS30017 Computational Neuroscience☆11Jan 7, 2022Updated 4 years ago
- Implementation of the model from "Faster sorting algorithms discovered using deep reinforcement learning" that discovered an all-new ult…☆11Aug 29, 2023Updated 2 years ago