maxgillham / ReinforcementLearning-AlgoTradingLinks
Code for thesis project on applying reinforcement learning to algorithmic trading
☆33Updated 2 years ago
Alternatives and similar repositories for ReinforcementLearning-AlgoTrading
Users that are interested in ReinforcementLearning-AlgoTrading are comparing it to the libraries listed below
Sorting:
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)☆78Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Final Thesis at Fudan University, built a trading strategy on Bitcoin market using recurrent reinforcement learning☆28Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 6 years ago
- ☆142Updated 2 years ago
- Automated FOREX trading using recurrent reinforcement learning☆33Updated 2 years ago
- ☆29Updated 2 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 7 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- ☆35Updated 7 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- differential Sharpe ratio☆33Updated 6 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆105Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Using Machine Learning for live currency trading☆37Updated 6 years ago
- Implementing a Generative Adversarial Network on the Stock Market☆121Updated 3 years ago
- Implementation of AFML Book☆21Updated 6 years ago
- Deep Reinforcement Learning A3C Crypto Trading Bot☆40Updated 7 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆122Updated 3 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago