Git053 / DQN_pairtradingView external linksLinks
Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries
☆13Dec 12, 2021Updated 4 years ago
Alternatives and similar repositories for DQN_pairtrading
Users that are interested in DQN_pairtrading are comparing it to the libraries listed below
Sorting:
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 2 years ago
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆16Jan 15, 2018Updated 8 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 2 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- This is a repo for deep reinforcement learning in trading. I used value based double DQN variant for single stock trading. The agent lear…☆71Jul 9, 2019Updated 6 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Nov 9, 2023Updated 2 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- Find trading pairs with Machine Learning☆41May 26, 2021Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Oct 8, 2018Updated 7 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Deep Reinforcement Learning for Stock trading task☆21Feb 9, 2021Updated 5 years ago
- Order execution in the financial markets using Deep Reinforcement Learning.☆16Dec 10, 2022Updated 3 years ago
- A project that uses machine learning techniques to build a backtesting engine for trading and to analyze stock market data and make predi…☆22Jan 23, 2018Updated 8 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Dec 12, 2021Updated 4 years ago
- Math Techniques viz. ARIMA, Frequency Decomposition, Fourier Filtering, Linear Regression & Bi-directional LSTMs on Feature Engineered S…☆22Feb 22, 2020Updated 5 years ago
- Explore TESLA stock price (time-series) using ARIMA & GARCH model.☆20Oct 20, 2021Updated 4 years ago
- Curated List of NLP tutorials☆30Feb 27, 2025Updated 11 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆72Feb 19, 2020Updated 5 years ago
- Deep Reinforcement Learning for Trading☆30Oct 10, 2022Updated 3 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- Deep Reinforcement Learning For Trading☆108Feb 1, 2024Updated 2 years ago
- ☆34Aug 29, 2022Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆31Apr 22, 2021Updated 4 years ago
- 在聚宽（joinquant）平台上使用多因子策略进行量化投资模拟。☆38Aug 7, 2020Updated 5 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆78Jun 11, 2022Updated 3 years ago
- Forecasting the spread of COVID-19 epedemic over India Region using ARIMA (p,d,q) model☆12Sep 3, 2020Updated 5 years ago
- Solving Traveling Salesman Problem by Ant Colony System Algorithm: A GUI Program☆12Feb 15, 2021Updated 5 years ago
- Streamlit OpenAI app to chat with custom text documents of all kinds☆13Sep 26, 2024Updated last year
- Abnormal Activity Detection using Deep Learning LRCN is a model that combines CNN and RNN to identify abnormal behavior in videos. With r…☆10Sep 22, 2023Updated 2 years ago
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- Forex Trading Automation with PPO, ACKTR, DDPG, TD3 and Ensemble Strategy☆42Feb 24, 2023Updated 2 years ago
- A deep learning model for Financial Signal Representation and Trading☆76Nov 4, 2018Updated 7 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆89Mar 12, 2021Updated 4 years ago