mfrdixon / dq-MMLinks
Deep Q-Learning for Market Making
☆126Updated 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 learning modelling of orderbooks☆100Updated 4 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- High Frequency Trading☆110Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- ☆142Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- Implementation of Reinforcement Learning in Pair Trading☆10Updated 3 months ago
- Robust Market Making via Adversarial Reinforcement Learning☆52Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆67Updated 8 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- A crypto currency live-trading backend for Huobi☆35Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆174Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆178Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 2 years ago
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆220Updated last year