mjuchli / ctc-executionerLinks
Master Thesis: Limit order placement with Reinforcement Learning
☆175Updated 6 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.☆165Updated 2 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐☆175Updated last year
- ☆138Updated 2 years ago
- This trading-gym is the first trading for agent to train with episode of short term trading itself.☆231Updated 2 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆219Updated 8 months ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Market Making via Reinforcement Learning☆326Updated 5 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
- Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…☆87Updated 5 years ago
- Deep Q-Learning for Market Making☆124Updated 6 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆221Updated 2 years ago
- An environment to high-frequency trading agents under reinforcement learning☆280Updated 7 years ago
- Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV f…☆210Updated 4 months ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆213Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆193Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆141Updated 5 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆90Updated 4 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- CSCI 599 deep learning and its applications final project☆154Updated 6 years ago
- ☆149Updated 4 years ago
- Visualization Tool for Deribit Options☆81Updated 5 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
- Using deep actor-critic model to learn best strategies in pair trading☆317Updated 8 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆160Updated 5 years ago