SimonOuellette35 / RLNonStationary
Demo for the application of RL to non-stationary effects
☆45Updated 4 years ago
Alternatives and similar repositories for RLNonStationary:
Users that are interested in RLNonStationary are comparing it to the libraries listed below
- Deep Reinforcement Learning For Trading☆106Updated last year
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- ☆72Updated 3 years ago
- Materials for blogs and conferences☆69Updated 3 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆56Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆43Updated 5 years ago
- Reinforcement Learning in FX Trading☆28Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆124Updated 4 years ago
- ☆27Updated 6 years ago
- Stochastic volatility models☆18Updated 6 years ago
- CSCI 599 deep learning and its applications final project☆153Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Implementation of AFML Book☆21Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Deep Q-Learning for Market Making☆122Updated 6 years ago
- Stock Market Prediction Using Unsupervised Features☆53Updated 6 years ago
- ☆49Updated 4 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- ☆102Updated 6 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago