XingYu-Zhong / FSRLLinks
FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法
☆26Updated 11 months ago
Alternatives and similar repositories for FSRL
Users that are interested in FSRL are comparing it to the libraries listed below
Sorting:
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- ☆58Updated 11 months ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 11 months ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Updated 10 months ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- Simulator of a basic order book flow and order execution☆18Updated 2 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 3 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Updated 5 months ago
- Code to support my Master's thesis☆22Updated 2 years ago
- ☆34Updated last year
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆35Updated 3 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Updated 6 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆15Updated 5 years ago
- Official implementation of PRUDEX-Compass☆52Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Updated 4 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123Updated last year
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Updated 6 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Updated last year
- ☆129Updated last year
- Accepted at WWW 25 Industrial Track (oral)☆16Updated 8 months ago
- qlib数据层backend支持pgsql数据库☆15Updated 2 years ago
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Updated 3 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- quantitative investment; genetic algorithm; data mining☆33Updated last year
- A framework for training and evaluating deep learning models in Quantitative trading domain☆56Updated 6 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆97Updated 8 months ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆60Updated 2 years ago