jpmorganchase / abides-jpmc-publicLinks
☆136Updated last year
Alternatives and similar repositories for abides-jpmc-public
Users that are interested in abides-jpmc-public are comparing it to the libraries listed below
Sorting:
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆162Updated last year
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆130Updated this week
- ABIDES: Agent-Based Interactive Discrete Event Simulation☆459Updated 2 years ago
- PyTorch-based framework for Deep Hedging☆321Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆128Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆192Updated last year
- Market simulator☆61Updated 5 years ago
- ☆148Updated 5 years ago
- ☆50Updated 5 years ago
- Implementation of the vanilla Deep Hedging engine☆293Updated 2 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆32Updated 2 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆33Updated last year
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 4 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆64Updated 5 years ago
- differential Sharpe ratio☆33Updated 6 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆75Updated last year
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆148Updated last month
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆63Updated 2 years ago
- A curated list of resources dedicated to Deep Hedging☆86Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- ☆36Updated last year
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- ☆596Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆257Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆222Updated 2 years ago
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆208Updated 3 years ago
- ☆89Updated last year
- ☆204Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- Deep Learning Statistical Arbitrage☆241Updated 3 years ago