KangOxford / AlphaTradeLinks
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
☆124Updated last week
Alternatives and similar repositories for AlphaTrade
Users that are interested in AlphaTrade are comparing it to the libraries listed below
Sorting:
- pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"☆151Updated 11 months ago
- ☆127Updated 11 months ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆157Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆165Updated last year
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…