abides-sim / abides
ABIDES: Agent-Based Interactive Discrete Event Simulation
☆416Updated last year
Alternatives and similar repositories for abides:
Users that are interested in abides are comparing it to the libraries listed below
- ☆124Updated 9 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
- This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.☆250Updated 3 years ago
- Reinforcement Learning for Portfolio Management☆468Updated 6 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆213Updated last year
- Cloud-native Financial Reinforcement Learning☆429Updated last year
- Collection of algorithms for online portfolio selection☆808Updated 4 months ago
- playing idealized trading games with deep reinforcement learning☆358Updated 3 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆198Updated 3 years ago
- Market Making via Reinforcement Learning☆322Updated 5 years ago
- CSCI 599 deep learning and its applications final project☆153Updated 6 years ago
- ☆149Updated 4 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆463Updated 3 years ago
- Portfolio optimization and back-testing.☆1,074Updated last week
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆520Updated last year
- Using deep actor-critic model to learn best strategies in pair trading☆316Updated 7 years ago
- ☆559Updated 9 months ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆144Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆193Updated last year
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆220Updated 2 years ago
- PyTorch-based framework for Deep Hedging☆287Updated 8 months ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆157Updated 11 months ago
- Portfolio optimization with deep learning.☆1,000Updated last year
- Scalable, event-driven, deep-learning-friendly backtesting library☆998Updated 3 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆165Updated 3 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆158Updated 4 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆514Updated 6 years ago
- ☆199Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆120Updated last week