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
- finance☆43Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆29Updated 6 years ago
- Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).☆33Updated 6 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 2 months ago
- ☆16Updated 3 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Reinforcement Learning in FX Trading☆28Updated 6 years ago
- Reinforcement Learning for Automated Trading☆89Updated 8 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- ☆73Updated 3 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 7 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- ☆35Updated 7 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 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
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago