apayne19 / DoubleAuctionMarket
Experimental Market Simulations & Trader Strategy Evaluation
☆35Updated 5 years ago
Alternatives and similar repositories for DoubleAuctionMarket:
Users that are interested in DoubleAuctionMarket are comparing it to the libraries listed below
- Deep Q-Learning for Market Making☆119Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last year
- CVXPY Portfolio Optimization Sample☆44Updated 8 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆107Updated 5 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆55Updated 5 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆55Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- detecting regime of financial market☆34Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆34Updated 7 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆71Updated 4 years ago
- finance☆43Updated 7 years ago
- A case study in betting on the S&P 500 using the Kelly criterion☆16Updated 8 months ago
- Limit Order Book data analysis and modeling using LSTM network☆135Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- ☆21Updated 4 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- ☆208Updated 7 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆63Updated 6 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆143Updated 2 years ago
- Stock Market Prediction Using Unsupervised Features☆54Updated 6 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 10 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆54Updated 8 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- ACM Research 2021 | Implementing and benchmarking the performance of various online portfolio selection algorithms on real-world trading …☆24Updated 3 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆102Updated 9 months ago
- Deep Reinforcement Learning For Trading☆106Updated last year