tspooner / rl_markets
Market Making via Reinforcement Learning
☆315Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for rl_markets
- An environment to high-frequency trading agents under reinforcement learning☆274Updated 7 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆7Updated last year
- Applying Reinforcement Learning in Quantitative Trading☆343Updated 9 months ago
- Using deep actor-critic model to learn best strategies in pair trading☆309Updated 7 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆175Updated 6 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆136Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆151Updated 7 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆435Updated last year
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆208Updated last year
- Deep Q-Learning for Market Making☆118Updated 6 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆167Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆192Updated 2 years ago
- ☆187Updated last year
- Reinforcement Learning for Portfolio Management☆455Updated 6 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆134Updated 4 years ago
- Limit Order Book data analysis and modeling using LSTM network☆127Updated 5 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆191Updated 3 years ago
- Trading Environment(OpenAI Gym) + PPO(TensorForce)☆241Updated last year
- High Frequency Market Making☆406Updated last year
- ☆135Updated last year
- CSCI 599 deep learning and its applications final project☆152Updated 5 years ago
- Trading environnement for RL agents, backtesting and training.☆165Updated 2 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-…☆153Updated 10 months ago
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆550Updated 3 years ago
- This trading-gym is the first trading for agent to train with episode of short term trading itself.☆230Updated last year
- ☆360Updated 3 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆414Updated 3 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆218Updated last year