zhaoranwang / FinRL-LibraryLinks
A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star. π₯
β12Updated 2 years ago
Alternatives and similar repositories for FinRL-Library
Users that are interested in FinRL-Library are comparing it to the libraries listed below
Sorting:
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-seβ¦β44Updated 5 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.β124Updated 5 years ago
- Source code from the youtube videoβ77Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selectionβ172Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.β86Updated last week
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Modelβ54Updated 5 years ago
- Demo for the application of RL to non-stationary effectsβ46Updated 5 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strateβ¦β24Updated 5 years ago
- Code from the Trading Evolved bookβ45Updated 5 years ago
- β104Updated 2 years ago
- β77Updated last year
- β16Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - TΓ©cnico Liβ¦β172Updated 6 years ago
- β52Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platformβ125Updated 3 years ago
- Deep q learning on determining buy/sell signal and placing ordersβ51Updated 6 years ago
- Trained an automated stock trading model with companies' fundamental data using FinRL, a Deep Reinforcement Learning library developed byβ¦β55Updated 4 years ago
- β75Updated 3 years ago
- Notes on Advances in Financial Machine Learningβ84Updated 7 years ago
- Trading Evolved book codeβ82Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β72Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, sβ¦β64Updated 10 months ago
- Implemention of 101 formulaic alphas using qstraderβ44Updated 3 years ago
- β30Updated 3 years ago
- β27Updated 6 months ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Pradoβ126Updated 6 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the β¦β62Updated 6 years ago
- This tool is developed to scrape twitter data, process the data, and then create either an unsupervised network to identify interesting pβ¦β19Updated 2 years ago
- β32Updated 2 years ago
- A genetic algorithm incorporated with technical analysis indicator to optimize parameters of a strategy.β29Updated 4 years ago