Zymrael / wattnet-fx-tradingView external linksLinks
WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series
☆72Aug 19, 2020Updated 5 years ago
Alternatives and similar repositories for wattnet-fx-trading
Users that are interested in wattnet-fx-trading are comparing it to the libraries listed below
Sorting:
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago
- Implementation of RNN for Time Series prediction from the paper https://arxiv.org/abs/1704.02971☆59Dec 30, 2022Updated 3 years ago
- Pytorch implementation of "Self-boosted Time-series Forecasting with Multi-task and Multi-view Learning" https://arxiv.org/pdf/1909.08181…☆30Oct 30, 2019Updated 6 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 6 years ago
- Deep RL for portfolio management☆13Aug 31, 2018Updated 7 years ago
- Improve S&P 500 stock price prediction (random forest and gradient boosting trees) with time series similarity measurements: DTW, SAX, co…☆99Nov 20, 2021Updated 4 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆14Jul 12, 2025Updated 7 months ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Jun 9, 2021Updated 4 years ago
- ☆27Mar 8, 2019Updated 6 years ago
- Deep Reinforcement Learning with Fined Grained Action Repetition☆22Jan 8, 2018Updated 8 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆26Dec 10, 2018Updated 7 years ago
- Algorithmic Trading Platform☆20Jul 24, 2019Updated 6 years ago
- FinanceGPT-B☆10Mar 26, 2024Updated last year
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆38Jun 11, 2019Updated 6 years ago
- ☆40Aug 15, 2017Updated 8 years ago
- Example usage of scikit-hts☆57Jul 15, 2022Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆63Jul 1, 2021Updated 4 years ago
- Attentional Mechanism incorporated in Asynchronous Advantage Actor Critic a3c/a2c deep mind☆10Jan 9, 2018Updated 8 years ago
- Applying the Trading Deep Q-Network algorithm (TDQN) on shares in the hydrogen sector.☆11Nov 11, 2020Updated 5 years ago
- 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
- ☆11Apr 14, 2022Updated 3 years ago
- Better `keras` models for time series and beyond☆61Jan 11, 2024Updated 2 years ago
- Probabilistic Multivariate Time Series Forecast using Deep Learning☆96Aug 1, 2019Updated 6 years ago
- Collections of snippets for trading I find interesting☆28Jan 23, 2025Updated last year
- Port-Hamiltonian Approach to Neural Network Training☆27Dec 11, 2019Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Nov 20, 2019Updated 6 years ago
- Demo for the application of RL to non-stationary effects☆46Jul 16, 2020Updated 5 years ago
- Pytorch Implementation of Google's TFT☆283Feb 11, 2020Updated 6 years ago
- ☆25Aug 11, 2018Updated 7 years ago
- Trading Stock with Deep Reinforcement Learning☆24Aug 20, 2018Updated 7 years ago
- Event-driven Algorithmic Trading For Python☆26Apr 7, 2019Updated 6 years ago
- PyTorch GPU implementation of the ES-RNN model for time series forecasting☆319Sep 2, 2019Updated 6 years ago
- Recyclable Gaussian Processes☆11Dec 8, 2022Updated 3 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆13May 14, 2019Updated 6 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- Log trades of any type of security, and then get an analysis of your strategy☆13Sep 18, 2020Updated 5 years ago
- Improving upon state of the art cooperative deep reinforcement learning in StarCraft II☆13May 16, 2019Updated 6 years ago
- Probabilistic Forecasting with Temporal Convolutional Neural Network☆11Nov 7, 2019Updated 6 years ago