MaxLoedige / Backtrader-RL
Reinforcemenet Learning Environment build upon the backtrader ecosystem
☆15Updated 2 years ago
Alternatives and similar repositories for Backtrader-RL:
Users that are interested in Backtrader-RL are comparing it to the libraries listed below
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆31Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- ☆40Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆95Updated 9 months ago
- ☆97Updated 7 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆53Updated last year
- ☆32Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆37Updated last month
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆120Updated last year
- backtrader with DRL ( Deep Reinforcement Learning)☆65Updated last year
- 基于streamlit的因子分析app☆56Updated last year
- 基于万矿平台,对alpha101因子进行测试并构造多因子策略☆88Updated 5 years ago
- 基于基因表达式规划算法的因子挖掘☆29Updated 3 years ago
- alpha投研示例☆63Updated last month
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 3 years ago
- Stock factor mining with CNN and GRU.☆48Updated 2 years ago
- It is suitable for beginners☆44Updated 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…☆54Updated last year
- ☆76Updated 11 months ago
- python quant☆42Updated last year
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆36Updated 3 years ago
- High frequency factors based on order and trade data.☆40Updated last year
- Deep Reinforcement Learning Robot Advisor☆24Updated 3 years ago
- An implementation of DDPG using PyTorch for algorithmic trading on Chinese SH50 stock market.☆28Updated 4 years ago
- 一个简单的量化研究框架,具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆44Updated 2 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 2 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- 101 alpha factors calculate based on Alpha101☆118Updated 5 years ago
- 改进gplearn,主要使用在股票公式挖掘☆92Updated 4 years ago