RezaSoleymanifar / neural
Realtime Algorithmic Trading Using Deep Reinforcement Learning
☆37Updated 2 months ago
Alternatives and similar repositories for neural
Users that are interested in neural are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆27Updated 3 weeks ago
- public version of MLFINLAB from Hudson-Thames☆23Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆57Updated 6 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆34Updated this week
- A Collection of public tutorials published in the qubitquants.pro blog☆67Updated 2 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆41Updated 4 months ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 10 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆63Updated last year
- Multi Agent Reinforcement learning for Financial Trading☆13Updated last year
- ☆49Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- ☆38Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- ☆20Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆63Updated 9 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- Quantitative Developer/Strategist/Researcher Roles☆31Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆33Updated 5 years ago
- A python library for testing and optimizing trading strategies.☆48Updated 8 months ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆39Updated 6 years ago
- Collection of indicators that I used in my strategies.☆53Updated last month
- ☆38Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Cryptocurrency Valuation: An Explainable AI Approach☆15Updated 2 years ago
- ☆40Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Updated 5 years ago