jacobkahn / reinforcement-learning-market-microstructureView external linksLinks
Using Q-learning to better navigate orderbooks.
☆23Apr 7, 2018Updated 7 years ago
Alternatives and similar repositories for reinforcement-learning-market-microstructure
Users that are interested in reinforcement-learning-market-microstructure are comparing it to the libraries listed below
Sorting:
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- funds are the future!☆18Jul 6, 2021Updated 4 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- Machine Learning for Quantitative Finance☆25Jun 8, 2018Updated 7 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Jun 25, 2018Updated 7 years ago
- Script that downloads intraday (past 5 days), daily (past 5 years) and active calls/puts of publicly traded companies.☆10Sep 18, 2019Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- Machine Learning for Trading☆14Jul 25, 2018Updated 7 years ago
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- ☆13Apr 28, 2019Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Dec 8, 2022Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- Portfolio optimization package in Python.☆16Feb 20, 2020Updated 5 years ago
- ☆143Dec 8, 2022Updated 3 years ago
- Experiments in Recurrent Highway Networks with Grouped Auxiliary Memory paper☆21Dec 15, 2019Updated 6 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Jan 9, 2026Updated last month
- finance☆43Jul 24, 2017Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Oct 8, 2018Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Jun 15, 2018Updated 7 years ago
- A trading bot for the BTCChina exchange that acts as a market maker☆21Mar 23, 2014Updated 11 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Dec 5, 2018Updated 7 years ago
- Deep Q-Learning for Market Making☆127Jun 12, 2018Updated 7 years ago
- Cryptocurrency trader☆22Oct 30, 2017Updated 8 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- ☆21Jul 9, 2023Updated 2 years ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆179Jan 9, 2026Updated last month
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 4 years ago
- PyGOP: a python package that implements various algorithms using Generalized Operational Perceptron☆18Oct 29, 2025Updated 3 months ago
- An environment to high-frequency trading agents under reinforcement learning☆288Aug 29, 2017Updated 8 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Oct 30, 2017Updated 8 years ago
- A skeleton for creating a neuro-evolution reinforcement learning trading bot with a Keras neural network.☆98Jul 20, 2018Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆30Aug 26, 2020Updated 5 years ago