StateOfTheArt-quant / awesome-rl-for-trading
awesome reinforcement learning for trading domain
☆12Updated 4 years ago
Alternatives and similar repositories for awesome-rl-for-trading:
Users that are interested in awesome-rl-for-trading are comparing it to the libraries listed below
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- ☆19Updated 4 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 6 years ago
- ☆21Updated 4 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Vpin caculation and backtesting☆14Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- ☆19Updated 4 years ago
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Updated 6 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆17Updated last year
- finance☆43Updated 7 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆34Updated 2 months ago
- Artificial Intelligence for Trading☆63Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Predicting a Stock Price Using a Genetic Algorithm☆16Updated 7 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago