yuriak / DLQuant
Applying Deep Learning and NLP in Quantitative Trading
☆104Updated 6 years ago
Alternatives and similar repositories for DLQuant:
Users that are interested in DLQuant are comparing it to the libraries listed below
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- A crypto currency live-trading backend for Huobi☆37Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Applying Reinforcement Learning in Quantitative Trading☆346Updated last year
- Deep q learning on determining buy/sell signal and placing orders☆47Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆60Updated 3 years ago
- Implementations of FX trading with RRL☆64Updated 6 years ago
- Deep Time Series Code (Stock Sentiment Prediction)☆82Updated 6 years ago
- High Frequency Trading☆107Updated 6 years ago
- A deep learning model for Financial Signal Representation and Trading☆73Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆49Updated 4 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆63Updated 6 years ago
- This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy g…☆107Updated 5 years ago
- Deep Q-Learning for Market Making☆119Updated 6 years ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆210Updated last year
- quantitative trading system based on deep learning and reinforcement learning☆51Updated 6 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated last year
- ☆71Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Reinforcement Learning for Automated Trading☆85Updated 8 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆58Updated 4 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- python implement for WorldQuant-Alpha101☆49Updated 6 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Implementation of the DDPG algorithm for Optimal Finance Trading☆41Updated 5 years ago