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

• drewstone / gym-trading
  Reinforcement learning environment for trading
  ☆15Updated 7 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆42Updated 5 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• suraj-maniyar / Stock-Trading-Using-Machine-Learning
  A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.
  ☆22Updated 7 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆35Updated 8 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆107Updated 9 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 7 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 15 years ago
• yc3566 / Optimal-Trade-Execution-Algorithm-Market-Impact-Model
  2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)
  ☆17Updated 5 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆75Updated 4 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆29Updated 5 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆63Updated 8 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆47Updated 8 years ago
• yedivanseven / Commodities
  Modeling the volatility of commodity futures Indices
  ☆15Updated 8 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• jkillingsworth / mm-glosten-milgrom
  A study of the Glosten and Milgrom model for market making
  ☆16Updated 9 years ago
• nakulnayyar / SupResGenerator
  Automatically generate Support & Resistance Lines on charts
  ☆20Updated 9 years ago
• ahmedhamdi96 / ML4T
  Machine Learning for Trading
  ☆14Updated 7 years ago