An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.
☆33Jun 8, 2020Updated 5 years ago
Alternatives and similar repositories for PyTorch-DDPG-Stock-Trading
Users that are interested in PyTorch-DDPG-Stock-Trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Multi-Factor Stock Profit Prediction Using EMD-ALSTM☆29Oct 21, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆13Apr 14, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆19Nov 2, 2022Updated 3 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆14Nov 5, 2019Updated 6 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆98Mar 15, 2024Updated 2 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆32Oct 7, 2020Updated 5 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆17May 21, 2013Updated 12 years ago
- data gateway system getting real-time tick data from Shanghai Future Exchange☆13Dec 8, 2019Updated 6 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆67Dec 23, 2020Updated 5 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- 爬取同花顺的股票（A股）信息☆10Nov 5, 2021Updated 4 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆72Oct 11, 2022Updated 3 years ago
- 一些研报的复现☆13Sep 11, 2018Updated 7 years ago
- kdb+/q kalman beta matlab python☆11Sep 11, 2019Updated 6 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆50Dec 6, 2021Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- DQN stock trading pytorch implementation☆41May 11, 2019Updated 6 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Automated FOREX trading using recurrent reinforcement learning☆35Dec 8, 2022Updated 3 years ago
- Custom version of LSTNet☆13Jul 18, 2021Updated 4 years ago
- ☆30Apr 30, 2025Updated 10 months ago
- Machine Learning with Python for Finance Professionals☆16Jun 18, 2021Updated 4 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Aug 10, 2022Updated 3 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- Barra Multifactor Model☆160Mar 18, 2020Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- Codes for MO's Trading.☆43Mar 20, 2022Updated 4 years ago
- Multi-objective reinforcement learning for covid-19 control☆12Aug 12, 2021Updated 4 years ago