druce / rl
Deep Reinforcement Learning For Trading
☆106Updated last year
Alternatives and similar repositories for rl:
Users that are interested in rl are comparing it to the libraries listed below
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 5 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- Deep Q-Learning for Market Making☆120Updated 6 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆55Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- Deep Reinforcement Learning A3C Crypto Trading Bot☆40Updated 7 years ago
- ☆102Updated 6 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- differential Sharpe ratio☆33Updated 5 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆101Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- ☆138Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- A financial trading method using machine learning.☆60Updated 2 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…☆57Updated 6 years ago
- Code for thesis project on applying reinforcement learning to algorithmic trading☆34Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by…☆52Updated 3 years ago
- Trading environnement for RL agents, backtesting and training.☆165Updated 2 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV f…☆210Updated 2 months ago