Alternatives and similar repositories for Policy-Gradient-Trading-Algorithm-by-Maximizing-Sharpe-Ratio

Users that are interested in Policy-Gradient-Trading-Algorithm-by-Maximizing-Sharpe-Ratio are comparing it to the libraries listed below

• xhshenxin / Micro_Price
  ☆50Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 4 years ago
• cw-jang / adv_finance
  Implementation of AFML Book
  ☆21Updated 5 years ago
• bobcolner / pandas-polygon
  ☆16Updated 4 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆29Updated 3 years ago
• EconomistGrant / HTFE-tensortrade
  Tensortrade project for reinforcement learning in futures market
  ☆55Updated 4 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆65Updated 2 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆41Updated 4 years ago
• AchillesJJ / DSR
  differential Sharpe ratio
  ☆34Updated 6 years ago
• graceyangfan / nautilus_tutorial
  Examples of nautilus script
  ☆37Updated 5 months ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 2 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆14Updated 3 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆21Updated 6 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆23Updated 2 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• fraserjohnstone / pairs-trading-backtest-system
  Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies
  ☆22Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 5 years ago
• mnewls / MLFINLAB
  public version of MLFINLAB from Hudson-Thames
  ☆23Updated 3 years ago
• hudson-and-thames / march_applications_21
  Skillset Challenge for the Apprenticeship Program
  ☆20Updated 3 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆19Updated 3 years ago
• MerlinR / Hexital
  Hexital - Incremental Technical Analysis Library
  ☆22Updated 2 months ago
• JJJerome / rl4mm
  A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…
  ☆31Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆38Updated last year
• charlesashby / trading-rrl
  Automated FOREX trading using recurrent reinforcement learning
  ☆33Updated 2 years ago
• picklenchips / MARKET-MAKING-RL
  Using reinforcement learning to make markets in the high frequency trading setting.
  ☆18Updated 2 months ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆119Updated 3 years ago