mjuchli / ctc-executioner
Master Thesis: Limit order placement with Reinforcement Learning
☆176Updated 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
- Trading environnement for RL agents, backtesting and training.☆166Updated 2 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
- This trading-gym is the first trading for agent to train with episode of short term trading itself.☆230Updated 2 years ago
- Reinforcement Learning for Automated Trading☆85Updated 8 years ago
- ☆136Updated 2 years ago
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆218Updated last year
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Market Making via Reinforcement Learning☆318Updated 5 years ago
- 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐☆174Updated last year
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆107Updated 5 years ago
- Deep Reinforcement Learning For Trading☆106Updated 11 months ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆209Updated last year
- An environment to high-frequency trading agents under reinforcement learning☆277Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV f…☆208Updated 3 weeks ago
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆214Updated 4 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆175Updated last year
- An (unofficial) implementation of the post "Trading Bitcoin with Reinforcement Learning".☆99Updated 5 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆97Updated 2 years ago
- Limit Order Book data analysis and modeling using LSTM network☆132Updated 5 years ago
- Deep learning modelling of orderbooks☆92Updated 4 years ago
- Machine learning end-to-end research and trade execution☆92Updated 4 years ago
- Visualization Tool for Deribit Options☆78Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Limit Order Book Implemented in Python☆92Updated 7 years ago
- Using deep actor-critic model to learn best strategies in pair trading☆311Updated 7 years ago
- ☆149Updated 4 years ago
- Trading Environment(OpenAI Gym) + PPO(TensorForce)☆247Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆86Updated 4 years ago