xkaple00 / deep-reinforcement-learning-for-crypto-trading
☆32Updated 8 months ago
Alternatives and similar repositories for deep-reinforcement-learning-for-crypto-trading:
Users that are interested in deep-reinforcement-learning-for-crypto-trading are comparing it to the libraries listed below
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆51Updated last year
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆80Updated 3 years ago
- Plot orderflow footprint charts using plotly in python.☆113Updated 3 months ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆59Updated last year
- CS7641 Team project☆93Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆113Updated 2 years ago
- ☆88Updated 6 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆173Updated last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆91Updated 8 months ago
- Order Imbalance Strategy in High Frequency Trading☆127Updated 6 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆58Updated 4 years ago
- Binance Tick Data Collector☆34Updated 3 years ago
- ☆35Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆103Updated last year
- ☆190Updated last year
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- ☆23Updated 2 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆53Updated last year
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆27Updated 9 months ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆75Updated this week
- Collection of indicators that I used in my strategies.☆51Updated last year
- A financial trading method using machine learning.☆59Updated last year
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Generates trading algos for QuantConnect from academic articles☆28Updated 3 weeks ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆117Updated last year
- Notes on Advances in Financial Machine Learning☆75Updated 6 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆13Updated last year
- High-frequency statistical arbitrage☆158Updated last year
- High frequency factors based on order and trade data.☆37Updated last year
- Research Repo (Archive)☆70Updated 4 years ago