maoli131 / DeepRL-TradeBotLinks
Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.
☆12Updated 2 years ago
Alternatives and similar repositories for DeepRL-TradeBot
Users that are interested in DeepRL-TradeBot are comparing it to the libraries listed below
Sorting:
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- ☆11Updated 6 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 …☆10Updated 9 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Emergent Trading Strategies with DQN in Stock Market Trading This repository contains the implementation of a Deep Q-Network (DQN), appli…☆11Updated last year
- 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
- Phd repo☆16Updated 2 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- ☆16Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆21Updated 6 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆18Updated 2 years ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆22Updated 2 years ago
- Deep Direct Recurrent Reinforcement Learning to learn trading system☆26Updated 7 years ago
- Apply different deep learning models to limit order book.☆11Updated 7 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Market making strategies and scientific papers☆13Updated last year
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Using a modified version of Werner Duvaud's MuZero implementation (https://github.com/werner-duvaud/muzero-general) this reinforcement ag…☆17Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago