StateOfTheArt-quant / awesome-rl-for-tradingLinks
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
Sorting:
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 8 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆19Updated 4 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
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- ☆19Updated 5 years ago
- 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
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Hawkes with Latency☆20Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- ☆22Updated 5 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Updated 4 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- archiving old code☆26Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago