ZhengyaoJiang / rl-portfolio-managementLinks
Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)
☆16Updated 7 years ago
Alternatives and similar repositories for rl-portfolio-management
Users that are interested in rl-portfolio-management are comparing it to the libraries listed below
Sorting:
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- ☆49Updated 4 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- This is a finance factor model, risk model, portfolio optimization, strategies research library.☆16Updated 6 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆28Updated 4 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- A deep learning model for Financial Signal Representation and Trading☆74Updated 6 years ago
- differential Sharpe ratio☆34Updated 5 years ago