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.☆23Updated 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
- ☆17Updated 3 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Updated 7 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 7 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 7 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 3 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆53Updated 5 years ago
- Reinforcement Learning for Automated Trading☆90Updated 9 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 6 years ago
- In this project we try to forecast S&P 500 stocks with machine learning and time series methods☆29Updated 8 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Automated FOREX trading using recurrent reinforcement learning☆34Updated 3 years ago
- Hedging portfolios with reinforcement learning.☆36Updated 8 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 7 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Volume Weighted Average Price Optimal Execution☆42Updated 6 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- Trading Stock with Deep Reinforcement Learning☆24Updated 7 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- trading-agent☆36Updated 3 years ago
- Implementation of AFML Book☆22Updated 6 years ago
- finance☆43Updated 8 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- ☆18Updated 5 years ago