A framework for training and evaluating deep learning models in Quantitative trading domain
β58Nov 6, 2019Updated 6 years ago
Alternatives and similar repositories for transformerquant
Users that are interested in transformerquant are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- a unified environment for supervised learning and reinforcement learning in the context of quantitative tradingβ47Jun 9, 2021Updated 5 years ago
- π Base on AI(RL/LSTM) algorithm to trade stock or featuresβ19Sep 17, 2018Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Booksβ20Dec 8, 2022Updated 3 years ago
- Investigation into whether Transformers and self-supervised learning could be used to trade currency marketsβ10Jun 21, 2023Updated 3 years ago
- Data science project with the goal of deploying a profitable market trading algorithm on the real stock and/or FOREX market with real monβ¦β25Jan 14, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways β’ AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Portfolio optimization and index tracking for the FTSE index using genetic algorithmβ13Jan 13, 2018Updated 8 years ago
- Fast, secure and stable binance trading botβ14Mar 9, 2023Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.β13Mar 23, 2017Updated 9 years ago
- everything quantitative finance relatedβ25Oct 8, 2020Updated 5 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlabβ11Nov 26, 2024Updated last year
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.β20Mar 12, 2021Updated 5 years ago
- High frequency AI based algorithmic trading module.β73May 14, 2016Updated 10 years ago
- Collections of snippets for trading I find interestingβ28Jan 23, 2025Updated last year
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstatiβ¦β12Jan 12, 2026Updated 7 months ago
- Deploy on Railway without the complexity - Free Credits Offer β’ AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Vpin caculation and backtestingβ14Aug 16, 2019Updated 6 years ago
- Final project repo for UCLA CS 267Aβ13Aug 29, 2020Updated 5 years ago
- How to utilize transformer in quantitative financial trading? Here we provide a new model named Quantformer based on transformer.β73Feb 26, 2026Updated 5 months ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cosβ¦β11Apr 8, 2020Updated 6 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.β11Nov 11, 2020Updated 5 years ago
- Crypto trading bot using FinRL reinforcement learning modelβ25Jul 3, 2021Updated 5 years ago
- Time-Series Momentum Strategiesβ12Jul 20, 2018Updated 8 years ago
- η¨SVMζε»Ίι«ι’δΊ€ζηη₯β13Oct 21, 2019Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)β19Dec 11, 2019Updated 6 years ago
- Simple, predictable pricing with DigitalOcean hosting β’ AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Paper: https://arxiv.org/pdf/2008.12275.pdfβ31Aug 29, 2020Updated 5 years ago
- Ξ± collection of resources for people interested in quant financeβ54Feb 2, 2019Updated 7 years ago
- Deep RL for portfolio managementβ13Aug 31, 2018Updated 7 years ago
- Trial version for prs platform (python project). Please note that the complete experience requires downloading the Unity resource.β10Jun 26, 2024Updated 2 years ago
- β11Mar 20, 2015Updated 11 years ago
- A transformer-based deep RL trading bot built with PyTorch.β13Jan 16, 2025Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ33Jun 15, 2021Updated 5 years ago
- Capstone Project for the Machine Learning Nanodegree. Used Deep Q Learning to create an agent that trade stocks.β16Jul 29, 2016Updated 10 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.β38Oct 3, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer β’ AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implement the model of Halperin and Feldshteyn for DJIA and SP500β10Apr 4, 2019Updated 7 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL)β26Jul 29, 2020Updated 6 years ago
- Conditional Associative Logic Memoryβ27Oct 30, 2017Updated 8 years ago
- Trellis is a Python framework for research into deep hedgingβ23May 13, 2021Updated 5 years ago
- Stock Prediction usning Transformer NNβ84Apr 13, 2019Updated 7 years ago
- Gaussian Online Processes for Pythonβ19Jan 5, 2025Updated last year
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking β¦β25Mar 27, 2023Updated 3 years ago