JJJerome / mbt_gymView external linksLinks
mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal execution. The module is set up in an extensible way to allow the combination of different aspects of different models. It supports highly efficient …
☆171Jan 8, 2024Updated 2 years ago
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