theanh97 / Deep-Reinforcement-Learning-with-Stock-TradingLinks
This project uses Deep Reinforcement Learning (DRL) to develop and evaluate stock trading strategies. By implementing agents like PPO, A2C, DDPG, SAC, and TD3 in a realistic trading environment with transaction costs, it aims to optimize trading decisions based on return, volatility, and Sharpe ratio.
☆76Updated 11 months ago
Alternatives and similar repositories for Deep-Reinforcement-Learning-with-Stock-Trading
Users that are interested in Deep-Reinforcement-Learning-with-Stock-Trading are comparing it to the libraries listed below
Sorting:
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆140Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆65Updated 10 months ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- Deep Q-Learning Applied to Algorithmic Trading☆27Updated this week
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆199Updated 3 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- ☆101Updated 2 years ago
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆89Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆61Updated 2 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆69Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.☆53Updated 2 years ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆103Updated 2 years ago
- An open-source framework for reduction of overfitting of DRL agents in Finance☆68Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Reinforcement Learning package for Finance☆119Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆60Updated 2 years ago
- CS7641 Team project☆95Updated 4 years ago
- Deep LSTM Duel DQN Reinforcement Learning Forex EUR/USD Trader☆187Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆184Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆143Updated 10 months ago
- ☆61Updated 2 years ago
- Resources☆188Updated last year
- A Deep Reinforcement Learning Framework for Stock Market Trading☆168Updated 3 years ago
- ☆52Updated last year
- High-frequency statistical arbitrage☆192Updated last year
- backtrader with DRL ( Deep Reinforcement Learning)☆67Updated 2 years ago
- Discover a curated list of projects complementing TensorTrade, distinct from those mentioned in its official documentation. Contributions…☆70Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago