tspooner / rl_marketsLinks
Market Making via Reinforcement Learning
☆333Updated 5 years ago
Alternatives and similar repositories for rl_markets
Users that are interested in rl_markets are comparing it to the libraries listed below
Sorting:
- An environment to high-frequency trading agents under reinforcement learning☆284Updated 7 years ago
- Implementation of Reinforcement Learning in Pair Trading☆9Updated last month
- Reinforcement Learning for Portfolio Management☆473Updated 7 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆232Updated 3 years ago
- Applying Reinforcement Learning in Quantitative Trading☆349Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆483Updated 4 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆211Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆157Updated 7 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆177Updated 6 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆142Updated 5 years ago
- ☆202Updated 2 years ago
- ☆410Updated 4 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆210Updated 4 years ago
- World Quant 101 alphas的计算和策略化☆283Updated 8 years ago
- Online Portfolio Selection toolbox☆351Updated 10 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆572Updated 2 years ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- Using deep actor-critic model to learn best strategies in pair trading☆318Updated 8 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- ☆139Updated 2 years ago
- ☆108Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆136Updated 7 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆161Updated last year
- 非平衡订单流高频交易模型☆111Updated 6 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
- High Frequency Trading☆109Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆167Updated 5 years ago
- 101 alpha factors calculate based on Alpha101☆130Updated 6 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆918Updated 3 years ago