TikhonJelvis / RL-bookView external linksLinks
☆627Aug 2, 2024Updated last year
Alternatives and similar repositories for RL-book
Users that are interested in RL-book are comparing it to the libraries listed below
Sorting:
- Technical documents on a variety of topics, created for the purpose of learning☆53Jan 31, 2026Updated 2 weeks ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Deep Q-Learning for Market Making☆127Jun 12, 2018Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Nov 21, 2019Updated 6 years ago
- Algorithmic trading with Deep Learning☆35Mar 14, 2020Updated 5 years ago
- Machine Learning in Finance: From Theory to Practice Book☆2,473Jun 13, 2020Updated 5 years ago
- FinRL®: Financial Reinforcement Learning. 🔥☆13,926Jan 30, 2026Updated 2 weeks ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- ☆209Mar 29, 2023Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,883Dec 8, 2022Updated 3 years ago
- ☆148Jul 22, 2024Updated last year
- Dynamic time series clustering via volatility change-points☆16Jun 27, 2019Updated 6 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,544Oct 2, 2023Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 5 years ago
- Reinforcement Learning in Finance☆15Oct 8, 2020Updated 5 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Jan 17, 2021Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Dec 2, 2021Updated 4 years ago
- FinRL®-Meta: Dynamic datasets and market environments for FinRL.☆1,786Jan 19, 2026Updated 3 weeks ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- Portfolio optimization and back-testing.☆1,163Updated this week
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Nov 21, 2021Updated 4 years ago
- For trading. Please star.☆2,701Feb 5, 2026Updated last week
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,772Jan 2, 2026Updated last month
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆607Updated this week
- Implementation of algorithmic trading using reinforcement learning.☆30Jun 28, 2020Updated 5 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆544Jul 15, 2021Updated 4 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,216Aug 27, 2022Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Nov 20, 2019Updated 6 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,870Oct 21, 2024Updated last year
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆796Sep 5, 2024Updated last year
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Nov 14, 2021Updated 4 years ago
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,474Nov 29, 2025Updated 2 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- Advances in Financial Machine Learning☆797Jan 11, 2023Updated 3 years ago