jmberutich / GeneticProgrammingTradingExperiments
Code from the paper "Robust technical trading strategies using GP for algorithmic portfolio selection"
☆10Updated 5 years ago
Alternatives and similar repositories for GeneticProgrammingTradingExperiments:
Users that are interested in GeneticProgrammingTradingExperiments are comparing it to the libraries listed below
- This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strat…☆25Updated 5 years ago
- Automated FOREX trading using recurrent reinforcement learning☆32Updated 2 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆14Updated 5 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆12Updated 5 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆14Updated 6 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Updated 2 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆26Updated last year
- A deep learning model for Financial Signal Representation and Trading☆73Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 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
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 4 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆34Updated 5 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆14Updated 4 years ago
- ☆19Updated 4 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 6 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆11Updated 5 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆50Updated 4 years ago
- A Higher-order HMM with EM algo.☆15Updated 2 years ago
- Dynamic lead/lag inference for time series☆15Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Vpin caculation and backtesting☆13Updated 5 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆23Updated 2 years ago
- ☆10Updated 7 years ago