A framework for training and evaluating deep learning models in Quantitative trading domain
☆58Nov 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 trading☆47Jun 9, 2021Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Sep 25, 2026Updated 3 weeks ago
- 📈 Base on AI(RL/LSTM) algorithm to trade stock or features☆19Sep 17, 2018Updated 8 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Running mean, variance, skew, and kurtosis☆13Mar 5, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Data science project with the goal of deploying a profitable market trading algorithm on the real stock and/or FOREX market with real mon…☆25Jan 14, 2021Updated 5 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆13Jan 13, 2018Updated 8 years ago
- Fast, secure and stable binance trading bot☆14Mar 9, 2023Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 3 years ago
- everything quantitative finance related☆25Oct 8, 2020Updated 6 years ago
- Non-Linear Covariance Shrinkage☆16Jan 1, 2022Updated 4 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- This github repo contains my replicate experiments of paper 'Enhancing Stock Movement Prediction with Adversarial Training'.☆20Mar 12, 2021Updated 5 years ago
- Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python☆13Apr 12, 2023Updated 3 years ago
- ☆11Oct 6, 2020Updated 6 years ago
- High frequency AI based algorithmic trading module.☆73May 14, 2016Updated 10 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆12Jan 12, 2026Updated 9 months ago
- Automatic Recall Machines: Internal Replay, Continual Learning and the Brain☆11Jul 14, 2020Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- How to utilize transformer in quantitative financial trading? Here we provide a new model named Quantformer based on transformer.☆79Feb 26, 2026Updated 7 months ago
- Ensembled AI trading system with plug-in strategies for US Equities, Cryptocurrencies & Futures. [Derivatives are set to be added in the …☆15Feb 23, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Final project repo for UCLA CS 267A☆13Aug 29, 2020Updated 6 years ago
- Crypto trading bot using FinRL reinforcement learning model☆25Jul 3, 2021Updated 5 years ago
- Capital market microstructure data simulator/generator☆11May 22, 2026Updated 4 months ago
- ☆12Feb 7, 2021Updated 5 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- 用SVM构建高频交易策略☆13Oct 21, 2019Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- α collection of resources for people interested in quant finance☆54Feb 2, 2019Updated 7 years ago
- Time-Series Momentum Strategies☆13Jul 20, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 6 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 years ago
- ☆14Feb 14, 2021Updated 5 years ago
- Deep RL for portfolio management☆13Aug 31, 2018Updated 8 years ago
- ☆11Mar 20, 2015Updated 11 years ago
- Capstone Project for the Machine Learning Nanodegree. Used Deep Q Learning to create an agent that trade stocks.☆16Jul 29, 2016Updated 10 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 8 years ago