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股票AI操盘手：从学习、模拟到实盘，一站式平台。包含股票知识、策略实例、因子挖掘、传统策略、机器学习、深度学习、强化学习、图网络、高频交易、C++部署和聚宽实例代码等，可以方便学习、模拟及实盘交易
Advances in Financial Machine Learning
An open-source framework for reduction of overfitting of DRL agents in Finance
TraderNet-CRv2 - Combining Deep Reinforcement Learning with Technical Analysis and Trend Monitoring on Cryptocurrency Markets
Trying to create Reinforcement Learning powered Bitcoin trading bot
FinRL: Financial Reinforcement Learning. 🔥
Stock Trading Bot using Deep Q-Learning
For trading. Please star.
A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management
A Deep Reinforcement Learning Framework for Stock Market Trading
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning 🔥 ⚡ 🌈
A Deep Reinforcement Learning Challenge on Forex Portfolio Management
Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the …
The repository contains the code for project for DS 5500 course at Northeastern.
🚂💨 Deep Momentum Networks for Time Series Strategies
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Baruch MFE 2019 Spring
A collection of homeworks of market microstructure models.
Fast and flexible two- and three-point correlation analysis for time series using spectral methods.
Various examples related to algorithmic trading or financial engineering.
High-frequency trading in a limit order book