FinTechies / HedgingRLLinks
Hedging portfolios with reinforcement learning.
☆35Updated 8 years ago
Alternatives and similar repositories for HedgingRL
Users that are interested in HedgingRL are comparing it to the libraries listed below
Sorting:
- Deep Reinforcement Learning For Trading☆106Updated last year
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 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
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆49Updated 5 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- ☆73Updated 3 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆37Updated 6 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- finance☆43Updated 8 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 5 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆17Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago