mfrdixon / dq-MMLinks
Deep Q-Learning for Market Making
☆125Updated 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:
- Deep Reinforcement Learning For Trading☆106Updated last year
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- ☆139Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- High Frequency Trading☆109Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 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 5 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Implementation of Reinforcement Learning in Pair Trading☆9Updated last week
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆63Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Research Repo (Archive)☆74Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Trading environnement for RL agents, backtesting and training.☆165Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆220Updated 9 months ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆91Updated 11 months ago