grayvalley / DQNAMM
Deep Q-Learning Auto Market Maker
☆12Updated 3 years ago
Alternatives and similar repositories for DQNAMM:
Users that are interested in DQNAMM are comparing it to the libraries listed below
- Vpin caculation and backtesting☆13Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- ☆15Updated 2 years ago
- Market making strategies and scientific papers☆13Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆21Updated 3 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆19Updated 4 months ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- High frequency trading algorithm for Bitmex☆21Updated 4 years ago
- ☆29Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆32Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆31Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- ☆26Updated 5 months ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆22Updated 2 years ago
- ☆19Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago