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
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- finance☆43Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- ☆35Updated 7 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- ☆16Updated 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
- Reinforcement Learning in FX Trading☆28Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 2 months ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆17Updated 5 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☆33Updated 2 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago