feresg / stocktrading-rl
Exploring actor critic deep reinforcement learning methods for maximizing profits by learning stock trading strategies
☆11Updated 2 years ago
Alternatives and similar repositories for stocktrading-rl:
Users that are interested in stocktrading-rl are comparing it to the libraries listed below
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- A DQN agent that optimally hedges an options portfolio.☆24Updated 5 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Updated 5 years ago
- Stock investment can be one of the ways to manage one’s asset. Technical analysis is sometimes used in financial markets to assist trader…☆11Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- ☆25Updated 2 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- A Reinforcement Learning based Stock Trader with multiple backends☆30Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆14Updated 5 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆42Updated 3 years ago
- ☆26Updated 7 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 4 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆23Updated 2 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Build DDPG models and test on stock market☆22Updated 6 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Updated 5 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆20Updated 8 months ago
- differential Sharpe ratio☆33Updated 5 years ago