FinTechies / HedgingRL
Hedging portfolios with reinforcement learning.
☆35Updated 7 years ago
Alternatives and similar repositories for HedgingRL:
Users that are interested in HedgingRL are comparing it to the libraries listed below
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- finance☆43Updated 7 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆11Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago
- ☆19Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆17Updated 5 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- ☆35Updated 7 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆41Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- Trading Stock with Deep Reinforcement Learning☆25Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆55Updated 5 years ago
- ☆24Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 5 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆37Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- A DQN agent that optimally hedges an options portfolio.☆23Updated 5 years ago