Open-Finance-Lab / FinRL_Contest_2025Links
FinRL Contest 2025
☆45Updated last month
Alternatives and similar repositories for FinRL_Contest_2025
Users that are interested in FinRL_Contest_2025 are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆78Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆61Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆166Updated last year
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆142Updated last year
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- CS7641 Team project☆95Updated 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…☆62Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆47Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 10 months ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆128Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Deep learning for limit order book trading and mid-price movement☆53Updated 4 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆124Updated this week
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆53Updated 2 years ago
- ☆35Updated last year
- A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemen…☆57Updated last month
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆69Updated last year
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆71Updated 2 months ago
- ☆83Updated last year
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆25Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.☆41Updated 8 months ago
- ☆101Updated 5 months ago
- Code to support my Master's thesis☆20Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆61Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆72Updated 2 years 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
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin …☆45Updated last year