abides-sim / abidesLinks
ABIDES: Agent-Based Interactive Discrete Event Simulation
☆427Updated last year
Alternatives and similar repositories for abides
Users that are interested in abides are comparing it to the libraries listed below
Sorting:
- ☆127Updated 11 months ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆157Updated last year
- Cloud-native Financial Reinforcement Learning☆440Updated last year
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆252Updated 3 years ago
- A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (App…☆483Updated 7 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆475Updated 3 years ago
- ☆573Updated 10 months ago
- ☆149Updated 5 years ago
- Deep Learning Statistical Arbitrage☆233Updated 2 years ago
- Collection of algorithms for online portfolio selection☆818Updated 3 weeks ago
- CSCI 599 deep learning and its applications final project☆154Updated 6 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆202Updated 3 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆354Updated 4 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆720Updated 9 months ago
- Portfolio optimization with deep learning.☆1,016Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆196Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆122Updated 5 years ago
- Market Making via Reinforcement Learning☆326Updated 5 years ago
- A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep rei…☆664Updated 7 months ago
- FinRL® Tutorials. Please star.☆1,028Updated 2 months ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆159Updated 4 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆535Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆554Updated 4 months ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆248Updated 2 years ago
- Advances in Financial Machine Learning☆784Updated 2 years ago
- Reinforcement Learning for Portfolio Management☆471Updated 7 years ago
- A simple, easy, customizable Gymnasium environment for trading.☆429Updated 3 months ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆910Updated 3 years ago
- Instrumented Principal Components Analysis☆228Updated 2 years ago