sadighian / crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
☆857Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for crypto-rl
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆1,950Updated 2 years ago
- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.☆1,597Updated 9 months ago
- Scalable, event-driven, deep-learning-friendly backtesting library☆988Updated 3 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆677Updated this week
- List of awesome resources for machine learning-based algorithmic trading☆1,513Updated last year
- A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep rei…☆596Updated 2 weeks ago
- Algorithmic trading framework for cryptocurrencies.☆1,122Updated 4 months ago
- Trading Environment(OpenAI Gym) + DDQN (Keras-RL)☆411Updated last year
- Alpaca Trading API integrated with backtrader☆625Updated this week
- Deep Reinforcement Learning based Trading Agent for Bitcoin☆752Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,016Updated last week
- Mostly experiments based on "Advances in financial machine learning" book☆543Updated 3 years ago
- Framework for algorithmic trading☆785Updated last year
- High Frequency Market Making☆407Updated last year
- Deep Q-learning driven stock trader bot☆848Updated 11 months ago
- Example Order Book Imbalance Algorithm☆762Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆436Updated last year
- GPU-accelerated Factors analysis library and Backtester☆646Updated 11 months ago
- Collection of algorithms for online portfolio selection☆777Updated 3 months ago
- A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (App…☆440Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆884Updated last year
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆414Updated 3 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆413Updated last year
- Environment for reinforcement-learning algorithmic trading models☆704Updated 6 years ago
- A nimble options backtesting library for Python☆1,002Updated 4 months ago
- A simple, yet elegant visualization of our stock trading RL agent environment.☆214Updated 3 years ago
- Market Making via Reinforcement Learning☆315Updated 5 years ago
- Support and Resistance Trend lines Calculator for Financial Analysis☆663Updated 3 years ago
- Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/17…☆551Updated 4 years ago
- Backtest and live trading in Python☆531Updated 5 months ago