BorjaGomezSolorzano / deep-traderLinks
Deep Reinforcement Learning applied to trading
☆15Updated 6 years ago
Alternatives and similar repositories for deep-trader
Users that are interested in deep-trader are comparing it to the libraries listed below
Sorting:
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- ☆16Updated 3 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- finance☆43Updated 8 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 7 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 5 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Updated 5 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- ☆19Updated 4 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 6 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- Fear and volatility in crypto markets☆14Updated 2 years ago
- Reinforcement Learning in FX Trading☆28Updated 6 years ago