longfly04 / Quantitative-trading-system-of-stock-market-based-on-deep-learningLinks
Quantitative analysis with deep learning prediction and reinforcement learning transactions.
☆15Updated 4 years ago
Alternatives and similar repositories for Quantitative-trading-system-of-stock-market-based-on-deep-learning
Users that are interested in Quantitative-trading-system-of-stock-market-based-on-deep-learning are comparing it to the libraries listed below
Sorting:
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆30Updated 3 years ago
- 多因子模型相关☆22Updated 3 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆33Updated 6 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆42Updated 4 months ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆10Updated 9 months ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 9 months ago
- 多因子选股框架☆23Updated 4 years ago
- High frequency factors based on order and trade data.☆50Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆34Updated 2 years ago
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆63Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆14Updated 2 years ago
- Trend Prediction for High Frequency Trading☆41Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆77Updated 3 weeks ago
- 基于聚宽平台,探索分钟级的高频交易☆33Updated 4 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- 改写了gplearn源码,原有的gplearn会把数据转为numpy,丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析,所以改动了相应的源码,使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆18Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- my first factor-stock-selecting backtest function☆21Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆57Updated 2 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆45Updated last year
- ☆25Updated 2 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆68Updated 9 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆67Updated 2 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆18Updated 9 months ago
- 沪深300指数增强模型☆82Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago