adamd1985 / Deep-Q-Learning-Applied-to-Algorithmic-TradingLinks
Deep Q-Learning Applied to Algorithmic Trading
☆28Updated 2 months ago
Alternatives and similar repositories for Deep-Q-Learning-Applied-to-Algorithmic-Trading
Users that are interested in Deep-Q-Learning-Applied-to-Algorithmic-Trading are comparing it to the libraries listed below
Sorting:
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- ☆75Updated last year
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆18Updated last year
- ☆42Updated 2 years ago
- Portfolio optimization with cvxopt☆41Updated 7 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆58Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆150Updated last year
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆77Updated 8 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- Research Repo (Archive)☆75Updated 4 years ago
- A network tries to predict movements in stock prices based on a picture of a time series stock price.☆40Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time seri…☆109Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆49Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- ☆41Updated 4 years ago
- ☆74Updated 4 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆106Updated 3 years ago