Alternatives and similar repositories for TWMA:

Users that are interested in TWMA are comparing it to the libraries listed below

• cuicanyeah / Alpha-Generation
  ☆27Updated last year
• DVampire / EarnMore
  ☆54Updated last year
• jiahaoli57 / LSRE-CAAN
  Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…
  ☆23Updated last year
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆33Updated 2 years ago
• LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
  Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
  ☆10Updated 8 months ago
• wencyxu / HRL-HF_risk_factor_set
  Accepted at AAAI 25 Workshop Long Research Paper
  ☆14Updated 2 months ago
• kaaaylaaa / causality-based-trading
  ☆9Updated 5 months ago
• nctu-dcs-lab / iRDPG-for-Quantitative-Trading-on-Stock-Index-Futures
  ☆9Updated 3 years ago
• weiqingv / DEAP-alpha-learner
  Alpha mining with DEAP-based genetic programming.
  ☆9Updated last year
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆56Updated 2 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆47Updated 5 years ago
• x35f / alpha2
  pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
  ☆142Updated 10 months ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆49Updated last year
• AutoAlpha2022 / AutoAlpha
  通过遗传算法、强化学习来自动选择高频因子
  ☆23Updated 2 years ago
• Eric991005 / Multitask-Stockformer
  A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network
  ☆71Updated 10 months ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆53Updated 2 years ago
• joelowj / mtl-tsmom
  Multi Task Learning Time Series Momentum
  ☆21Updated 11 months ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆83Updated 4 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆34Updated last year
• namm2008 / DRL_stock_trading
  Deep Reinforcement Learning for Stock trading task
  ☆20Updated 4 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 years ago
• Haiyao-Nero / InvariantStock
  ☆30Updated 4 months ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆62Updated 4 years ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆31Updated 2 weeks ago
• SteamerLee / MASA
  MASA: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management.
  ☆37Updated 6 months ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆102Updated 11 months ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆29Updated 3 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆72Updated 2 weeks ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 8 months ago