maoli131 / DeepRL-TradeBot
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
- Building a High Frequency Trading Engine with Neural Networks☆12Updated 7 years ago
- Channel break out strategy for High Frequency Trading.☆13Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- Apply different deep learning models to limit order book.☆11Updated 7 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- Bitcoin high frequency trading based on order flow analysis☆7Updated 8 years ago
- Market making strategies and scientific papers☆13Updated last year
- 🏦 Collect quant trade strategy and deep learning trading implementation☆12Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆16Updated 2 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
- Exploring Optimal Order Execution in Simulated Limit Order Books☆16Updated 2 years ago
- Vpin caculation and backtesting☆14Updated 5 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 6 years ago
- Quantitative analysis with deep learning prediction and reinforcement learning transactions.☆13Updated 4 years ago
- ☆19Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- High Frequency Jump Prediction Project☆36Updated 4 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- ☆11Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆18Updated 5 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- ☆11Updated 7 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆11Updated 2 years ago
- High Frequency Trading Strategy☆12Updated 6 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago