Burntt / FinRL_Crypto
An open-source framework for reduction of overfitting of DRL agents in Finance
☆67Updated 2 years ago
Alternatives and similar repositories for FinRL_Crypto:
Users that are interested in FinRL_Crypto are comparing it to the libraries listed below
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆54Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆53Updated last year
- Tensortrade project for reinforcement learning in futures market☆52Updated 4 years ago
- Deep learning modelling of orderbooks☆93Updated 4 years ago
- ☆96Updated 7 months ago
- backtrader with DRL ( Deep Reinforcement Learning)☆65Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 3 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆36Updated last month
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆178Updated last year
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆49Updated last year
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆63Updated last year
- FinRL_Crypto: Cryptocurrency trading of FinRL☆92Updated 11 months ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆98Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆116Updated 4 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆39Updated last year
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆55Updated 5 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆119Updated last year
- Deep Q-Learning for Market Making☆119Updated 6 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆50Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆17Updated 3 years ago
- Collection of indicators that I used in my strategies.☆51Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆110Updated this week
- An OpenAI gym environment for futures trading☆32Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year
- differential Sharpe ratio☆32Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆57Updated 11 months ago
- ☆34Updated 4 years ago