luliu31415926 / Reinforcement-Learning-for-Optimized-trade-executionLinks
☆34Updated 5 years ago
Alternatives and similar repositories for Reinforcement-Learning-for-Optimized-trade-execution
Users that are interested in Reinforcement-Learning-for-Optimized-trade-execution are comparing it to the libraries listed below
Sorting:
- A deep learning model for Financial Signal Representation and Trading☆76Updated 7 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Updated 2 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 7 years ago
- Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation☆36Updated 6 years ago
- High Frequency Trading☆111Updated 7 years ago
- Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…☆29Updated 6 years ago
- Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory☆93Updated 3 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 7 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆45Updated 6 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆71Updated 2 years ago
- Trading Stock with Deep Reinforcement Learning☆24Updated 7 years ago
- An environment to high-frequency trading agents under reinforcement learning☆288Updated 8 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010☆21Updated 6 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- ☆27Updated 7 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆55Updated 2 years ago
- quantitative trading system based on deep learning and reinforcement learning☆53Updated 7 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- A Project of a Reinforcement Learning course. Simulated competing investment strategies through continuous refinement in a virtual stock …☆15Updated 6 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆58Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆56Updated 5 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58Updated 6 years ago
- An (unofficial) implementation of the post "Trading Bitcoin with Reinforcement Learning".☆102Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Updated 5 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆78Updated 6 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 5 months ago
- backtrader with DRL ( Deep Reinforcement Learning)☆69Updated 2 years ago