Open-Finance-Lab / FinRL_Contest_2025Links
FinRL Contest 2025
☆42Updated 3 weeks ago
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:
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆162Updated last year
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆76Updated last year
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆56Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆102Updated last year
- CS7641 Team project☆95Updated 4 years ago
- This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with L…☆59Updated 3 weeks ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆61Updated 2 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆70Updated 4 months ago
- Deep learning for limit order book trading and mid-price movement☆52Updated 4 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
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆45Updated last year
- Research Repo (Archive)☆73Updated 4 years ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆69Updated 2 months ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆123Updated last week
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆193Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆74Updated 2 months ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆69Updated last year
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆111Updated 2 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆82Updated 4 years ago
- Code to support my Master's thesis☆20Updated last year
- ☆95Updated 4 months ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆60Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆65Updated 10 months ago
- ☆31Updated last year
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- ☆115Updated 10 months ago
- ☆73Updated 4 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆24Updated 4 years ago