mfrdixon / dq-MM
Deep Q-Learning for Market Making
☆120Updated 6 years ago
Alternatives and similar repositories for dq-MM:
Users that are interested in dq-MM are comparing it to the libraries listed below
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Limit Order Book data analysis and modeling using LSTM network☆136Updated 6 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- ☆138Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆139Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 8 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 Implemented in Python☆93Updated 7 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- High Frequency Trading☆107Updated 6 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆88Updated 7 years ago
- Probability of Backtest Overfitting in Python☆123Updated last year
- Notes on Advances in Financial Machine Learning☆78Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- Visualization Tool for Deribit Options☆80Updated 5 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- CS7641 Team project☆94Updated 4 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- ☆198Updated 2 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆55Updated 2 years ago