lavenderjupiter / drl-candlesticks-trader
This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to Understand Candlesticks"
☆15Updated 4 months ago
Alternatives and similar repositories for drl-candlesticks-trader:
Users that are interested in drl-candlesticks-trader are comparing it to the libraries listed below
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆12Updated last year
- ☆14Updated 3 years ago
- ☆13Updated 4 years ago
- High Frequency Jump Prediction Project☆35Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆21Updated 3 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆22Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Updated 4 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago
- Code to support my Master's thesis☆18Updated last year
- An implementation of a stock market trading bot, which uses Deep Q Learning☆23Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆54Updated last year
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 3 years ago
- ☆19Updated 4 years ago
- ☆10Updated last year
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- ☆9Updated 2 months ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆36Updated last month
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆11Updated 5 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆39Updated last year
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- 多因子选股框架☆21Updated 4 years ago
- Stock Price Prediction with LSTM and Trading Strategy with Reinforcement Learning☆12Updated 5 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆21Updated last year
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago