Deep Q-Learning for Market Making
☆129Jun 12, 2018Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Market Making via Reinforcement Learning☆343Nov 4, 2019Updated 6 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆67Mar 19, 2023Updated 3 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆109Oct 16, 2015Updated 10 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Algorithmic trading with Deep Learning☆36Mar 14, 2020Updated 6 years ago
- algo trading backtesting on BitMEX☆82Dec 4, 2023Updated 2 years ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆248Jun 29, 2023Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆82Jan 27, 2018Updated 8 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆55Apr 24, 2020Updated 6 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆29Aug 29, 2020Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High Frequency Market Making☆625Sep 24, 2023Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log