ahaidichen Goto Github PK

py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

quant_2

quantecon.py

A community based Python library for quantitative economics

rainbow

Rainbow: Combining Improvements in Deep Reinforcement Learning

rainbow-is-all-you-need

Rainbow is all you need! A step-by-step tutorial from DQN to Rainbow

reinforcement-learning-for-optimal-financial-trading

Implementation of the DDPG algorithm for Optimal Finance Trading

reinforcement-learning-for-optimized-trade-execution

reinforcement-learning-in-finance

Materials for blogs and conferences

reinforcement_learning_oe

resnet_weather

This repository contains code to train a direct residual convolutional neural network on weather data.

risk-based_rl_for_optimal_trading_execution

rl-deepqlearning-trading

An RL model that uses double deep Q learning to generate an optimal policy of stock market trades

rl-generalization-paper

A list of papers regarding generalization in (deep) reinforcement learning

rl_trade

A personal side project to explore the use of Deep RL in stock trading

rltrader

A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

snake-rl

Multi process and multi GPU snake training. Using A2C with a CNN.

stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

stockprice

Data and Notebook for the Stock Price Prediction Tutorial

tensorflow

An Open Source Machine Learning Framework for Everyone

thesis

Reinforcement Learning for Automated Trading

thesiscode

Code for optimal execution

trading-gym-1

This trading-gym is the first trading for agent to train with episode of short term trading itself.

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).