mjuchli / ctc-executionerLinks
Master Thesis: Limit order placement with Reinforcement Learning
☆178Updated 7 years ago
Alternatives and similar repositories for ctc-executioner
Users that are interested in ctc-executioner are comparing it to the libraries listed below
Sorting:
- Trading environnement for RL agents, backtesting and training.☆166Updated 3 years ago
- Implementation of Reinforcement Learning in Pair Trading☆10Updated 2 months ago
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- ☆141Updated 2 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐☆176Updated last year
- This trading-gym is the first trading for agent to train with episode of short term trading itself.☆234Updated 2 years ago
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆88Updated 5 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆219Updated last year
- Deep Reinforcement Learning For Trading☆106Updated last year
- 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 11 months ago
- Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV f…☆209Updated 7 months ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆222Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆265Updated 2 years ago
- An environment to high-frequency trading agents under reinforcement learning☆283Updated 8 years ago
- Market Making via Reinforcement Learning☆335Updated 5 years ago
- Fully functioning fast Limit Order Book written in Python☆195Updated 2 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆108Updated 6 years ago
- Machine learning end-to-end research and trade execution☆99Updated 4 years ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆91Updated last month
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 7 years ago
- CSCI 599 deep learning and its applications final project☆156Updated 6 years ago
- ☆128Updated 6 years ago
- ☆102Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- An (unofficial) implementation of the post "Trading Bitcoin with Reinforcement Learning".☆102Updated 6 years ago