Implementation of Reinforcement Learning in Pair Trading
☆11Jul 4, 2025Updated 8 months ago
Alternatives and similar repositories for Pair-Trading-Reinforcement-Learning
Users that are interested in Pair-Trading-Reinforcement-Learning are comparing it to the libraries listed below
Sorting:
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆271Dec 8, 2022Updated 3 years ago
- Using deep actor-critic model to learn best strategies in pair trading☆322May 18, 2017Updated 8 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆223Mar 24, 2023Updated 2 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆65Dec 16, 2019Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125May 13, 2022Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Feb 27, 2019Updated 7 years ago
- ☆215Sep 27, 2017Updated 8 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Trading Environment(OpenAI Gym) + DDQN (Keras-RL)☆421Dec 8, 2022Updated 3 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆218Nov 18, 2023Updated 2 years ago
- Applying Reinforcement Learning in Quantitative Trading☆353Feb 14, 2024Updated 2 years ago
- Trading Environment(OpenAI Gym) + PPO(TensorForce)☆254Dec 8, 2022Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆173Sep 18, 2019Updated 6 years ago
- This trading-gym is the first trading for agent to train with episode of short term trading itself.☆233Dec 8, 2022Updated 3 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Dec 11, 2018Updated 7 years ago
- Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.☆568Jan 2, 2021Updated 5 years ago
- Every day, millions of traders around the world are trying to make money by trading stocks. These days, physical traders are also being r…☆286Aug 31, 2021Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆49Dec 4, 2018Updated 7 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆78Mar 28, 2019Updated 6 years ago
- Deep Reinforcement Learning For Trading☆108Feb 1, 2024Updated 2 years ago
- Deep Reinforcement Learning based Trading Agent for Bitcoin☆791Jun 7, 2018Updated 7 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- playing idealized trading games with deep reinforcement learning☆360Jun 15, 2021Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆39Oct 8, 2018Updated 7 years ago
- A Deep Reinforcement Learning Challenge on Forex Portfolio Management☆152Jul 25, 2024Updated last year
- An environment to high-frequency trading agents under reinforcement learning☆288Aug 29, 2017Updated 8 years ago
- A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep rei…☆690Nov 6, 2024Updated last year
- Learning to trade under the reinforcement learning framework☆517Oct 15, 2016Updated 9 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐☆176Nov 9, 2023Updated 2 years ago
- Environment for reinforcement-learning algorithmic trading models☆711Feb 26, 2018Updated 8 years ago
- A deep learning model for Financial Signal Representation and Trading☆76Nov 4, 2018Updated 7 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 8 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆153Feb 21, 2026Updated last week
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- ☆143Dec 8, 2022Updated 3 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆565Nov 29, 2020Updated 5 years ago
- Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis☆58May 30, 2019Updated 6 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆221Sep 27, 2019Updated 6 years ago