LinRiver / Deep-Reinforcement-Learning-on-Futures-Trading
☆13Updated 6 years ago
Alternatives and similar repositories for Deep-Reinforcement-Learning-on-Futures-Trading:
Users that are interested in Deep-Reinforcement-Learning-on-Futures-Trading are comparing it to the libraries listed below
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆33Updated 4 years ago
- In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…☆19Updated 3 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 4 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆53Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 4 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆42Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- Collection of indicators that I used in my strategies.☆52Updated 3 weeks ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆64Updated last year
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆14Updated last year
- differential Sharpe ratio☆33Updated 5 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆60Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- ☆32Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆78Updated 6 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆25Updated 4 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- Research Repo (Archive)☆73Updated 4 years ago