mfrdixon / dq-MMLinks
Deep Q-Learning for Market Making
☆127Updated 7 years ago
Alternatives and similar repositories for dq-MM
Users that are interested in dq-MM are comparing it to the libraries listed below
Sorting:
- ☆141Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- High Frequency Trading☆110Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- Market Making / Stat Arb strategy☆63Updated 8 years ago
- Implementation of Reinforcement Learning in Pair Trading☆10Updated 2 months ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆178Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 2 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆165Updated 8 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆92Updated last year
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- ☆204Updated 2 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago