midas-research / profit-naaclLinks
Code for PROFIT: Quantitative Day Trading From Natural Language Using Reinforcement Learning at NAACL 2021
☆27Updated 4 years ago
Alternatives and similar repositories for profit-naacl
Users that are interested in profit-naacl are comparing it to the libraries listed below
Sorting:
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Mean-Variance Optimization using DL (pytorch)☆32Updated 3 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆131Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundaries☆13Updated 4 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆37Updated 5 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- A network tries to predict movements in stock prices based on a picture of a time series stock price.☆40Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆73Updated 2 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 5 years ago
- Deep Reinforcement Learning for Stock trading task☆21Updated 4 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆71Updated 7 months ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆89Updated 3 years ago
- [ACL 2021-Findings] Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading."☆122Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Updated 4 months ago
- Forex Trading Automation with PPO, ACKTR, DDPG, TD3 and Ensemble Strategy☆42Updated 2 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- ☆23Updated 5 years ago
- Accepted at AAAI 25 Workshop Long Research Paper☆25Updated 7 months ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆90Updated 4 years ago
- ☆54Updated 3 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆22Updated last year
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Updated 4 years ago