lucasrea / algorithmicTraderLinks
Implementation of algorithmic trading using reinforcement learning.
☆29Updated 4 years ago
Alternatives and similar repositories for algorithmicTrader
Users that are interested in algorithmicTrader are comparing it to the libraries listed below
Sorting:
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- High frequency trading algorithm for Bitmex☆23Updated 5 years ago
- The book <Advanced Algorithmic Trading> and its source code☆60Updated 7 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆30Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Deep Reinforcement Learning for Stock trading task☆20Updated 4 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 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
- Backtest result archive for Momentum Trading Strategies☆59Updated 6 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
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆43Updated 5 months ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆48Updated 2 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆15Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆19Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago