StateOfTheArt-quant / trading_gymLinks
a unified environment for supervised learning and reinforcement learning in the context of quantitative trading
☆46Updated 4 years ago
Alternatives and similar repositories for trading_gym
Users that are interested in trading_gym are comparing it to the libraries listed below
Sorting:
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- ☆17Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆25Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆72Updated 9 years ago
- Automated FOREX trading using recurrent reinforcement learning☆34Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆54Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- ☆18Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆71Updated 7 months ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago