elokow Goto Github PK

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elokow's Projects

a-multi-layer-and-multi-ensembled-stock-trader-using-deep-learning-and-deep-reinforcement-learning

crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

crypto-trading-rl-environment

A Crypto-trading reinforcement learning that explores the potential of using RL agents on a trading environment with multiple markets.

deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

finta

Common financial technical indicators implemented in Pandas.

keras-seq-2-seq-signal-prediction

An implementation of a sequence to sequence neural network using an encoder-decoder

order-book-heatmap

OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.