xkaple00 / deep-reinforcement-learning-for-crypto-trading
☆27Updated 6 months ago
Related projects ⓘ
Alternatives and complementary repositories for deep-reinforcement-learning-for-crypto-trading
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆78Updated 3 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆89Updated 6 months ago
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆50Updated last year
- ☆80Updated 4 months ago
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 years ago
- A new formulaic alpha mining framework for quantitative investment☆80Updated 2 months ago
- A financial trading method using machine learning.☆58Updated last year
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆30Updated 2 months ago
- Plot orderflow footprint charts using plotly in python.☆99Updated last month
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated last year
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and …☆36Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆48Updated last year
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- Collection of indicators that I used in my strategies.☆49Updated last year
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆26Updated 7 months ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆56Updated 3 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆90Updated last year
- 复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果☆26Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆75Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆106Updated 4 years ago
- 基于基因表达式规划算法的因子挖掘☆25Updated 3 years ago
- CS7641 Team project☆87Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆27Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆51Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆27Updated 3 years ago
- public version of MLFINLAB from Hudson-Thames☆21Updated 2 years ago
- Stock factor mining with CNN and GRU.☆41Updated last year