MrDaubinet / multi-agent-rl-financeLinks
Multi Agent Reinforcement learning for Financial Trading
☆13Updated 2 years ago
Alternatives and similar repositories for multi-agent-rl-finance
Users that are interested in multi-agent-rl-finance are comparing it to the libraries listed below
Sorting:
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆76Updated last year
- This project is part of my internship at ULiege on Deep RL in stock market trading☆45Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆45Updated 10 months ago
- Tensortrade project for reinforcement learning in futures market☆56Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆65Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Realtime Algorithmic Trading Using Deep Reinforcement Learning☆38Updated 8 months ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆106Updated 2 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆18Updated 4 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆89Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆129Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- ☆90Updated last year
- An open-source framework for reduction of overfitting of DRL agents in Finance☆70Updated 2 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆69Updated 2 years ago
- ☆134Updated last year
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Updated 2 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Artificial-Intelligence-Big-Data-Lab / A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning☆57Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆108Updated last week
- Collection of indicators that I used in my strategies.☆59Updated 7 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago