fmilthaler / Deep-Reinforcement-Stock-Trading
A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.
☆18Updated 5 years ago
Alternatives and similar repositories for Deep-Reinforcement-Stock-Trading:
Users that are interested in Deep-Reinforcement-Stock-Trading are comparing it to the libraries listed below
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆98Updated last month
- Official Repository☆123Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆130Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆126Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated last week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Source Codes for the Book of Trading Strategies☆172Updated 3 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆126Updated 5 years ago
- Option Calculator using Black-Scholes model and Binomial model☆169Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Find maximum covered/secured returns, relies on TD Ameritrade API☆9Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆117Updated 2 years ago
- CS7641 Team project☆93Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year
- cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The f…☆151Updated 11 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated last year
- Learning project by project.☆18Updated 3 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆94Updated 2 years ago
- Option visualization python package☆148Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 3 months ago
- Some notebooks with powerful trading strategies.☆88Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆159Updated 4 months ago
- Quantamental finance research with python☆145Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆131Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆183Updated 4 months ago