yhilpisch / rlfinanceLinks
The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
☆104Updated 3 years ago
Alternatives and similar repositories for rlfinance
Users that are interested in rlfinance are comparing it to the libraries listed below
Sorting:
- ☆101Updated 3 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- Deep Reinforcement Learning for Portfolio Optimization☆130Updated 5 years ago
- ☆80Updated 4 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆169Updated last year
- ☆215Updated 8 years ago
- Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed by…☆54Updated 4 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- ☆65Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.☆99Updated 2 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆78Updated 3 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆145Updated 3 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆74Updated 8 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- This project is part of my internship at ULiege on Deep RL in stock market trading☆45Updated 2 years ago
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆65Updated 4 years ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- Backtesting toolbox for trading strategies☆114Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- The Official Repository of Mastering Financial Pattern Recognition☆157Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated last week
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python☆124Updated 9 months ago
- Quant Research☆99Updated this week
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆106Updated 3 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago