OpenAI Gym Environment for Low-Latency Trading
☆18Jun 15, 2018Updated 7 years ago
Alternatives and similar repositories for TradingGym
Users that are interested in TradingGym are comparing it to the libraries listed below
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 8 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 9 years ago
- ☆11Feb 12, 2022Updated 4 years ago
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆16Nov 20, 2020Updated 5 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- Machine Learning for Trading☆14Jul 25, 2018Updated 7 years ago
- Deep Reinforcement Learning for CryptoMarket Prediction and Trading☆14Jan 22, 2018Updated 8 years ago
- Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆59Apr 8, 2019Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 6 years ago
- Convert json descriptions of quant algorithms to verilog HDL.☆13Jul 3, 2020Updated 5 years ago
- LSTM stock prediction and backtesting☆14Jan 11, 2020Updated 6 years ago
- ☆13Apr 28, 2019Updated 6 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- ☆31Mar 9, 2023Updated 2 years ago
- ☆17Jan 27, 2022Updated 4 years ago
- Deep learning modelling of orderbooks☆101Oct 8, 2020Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 7 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆18Jun 30, 2021Updated 4 years ago
- Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV f…☆208Feb 1, 2025Updated last year
- Experiments in Recurrent Highway Networks with Grouped Auxiliary Memory paper☆21Dec 15, 2019Updated 6 years ago
- ☆127Dec 12, 2017Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Mar 29, 2021Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Oct 8, 2018Updated 7 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated last year
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆24Nov 16, 2018Updated 7 years ago
- Trend Prediction for High Frequency Trading☆42Dec 8, 2022Updated 3 years ago
- ☆18Sep 18, 2020Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- Deep Reinforcement Learning with Fined Grained Action Repetition☆22Jan 8, 2018Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 7 years ago
- Improved Order Management System for stock trading☆53Dec 5, 2025Updated 3 months ago
- This project aims to select a supervised algorithm that can predict stock prices basing on historical data and use the predictor generate…☆19Dec 15, 2018Updated 7 years ago
- Stock Market Prediction on High-Frequency Data Using soft computing based AI models☆21Sep 6, 2024Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- ☆27Aug 28, 2022Updated 3 years ago