drewstone / gym-tradingLinks
Reinforcement learning environment for trading
☆15Updated 7 years ago
Alternatives and similar repositories for gym-trading
Users that are interested in gym-trading are comparing it to the libraries listed below
Sorting:
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Updated 9 years ago
- ☆19Updated 4 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 5 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Updated 7 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆51Updated 5 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Volume Weighted Average Price Optimal Execution☆42Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆17Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- CAIS++ Spring 2019 Project: Building an Agent to Trade with Reinforcement Learning☆40Updated 5 years ago
- trading-agent☆36Updated 2 years ago
- A study of the Glosten and Milgrom model for market making☆16Updated 9 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- finance☆43Updated 7 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 4 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago