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average-holding-price

Algorithm for the estimation of average holding price.

awesome-quant

**的Quant相关资源索引

collaborative-gradient-boosting

Collaborative Gradient Boosting

deep-q-learning

Minimal Deep Q Learning (DQN & DDQN) implementations in Keras

dlearn

Random Crystal

drl-trade

OpenAI based DRL platform for market making.

dtl

fastmaskrcnn

Mask RCNN in TensorFlow

gae

Generate Adversarial Ensemble

gym

A toolkit for developing and comparing reinforcement learning algorithms.

gym-trading

Environment for reinforcement-learning algorithmic trading models

hashalgo

algorithm for hash series

ib_insync

Python sync/async framework for Interactive Brokers API

librnn

middledesk

models

Models and examples built with TensorFlow

ohlc

Alpha finding, strategy developing tool with automatic optimization.

pagerank

pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

pytorch-time-series-classification-benchmarks

Time Series Classification Benchmark with LSTM, VGG, ResNet

q-trader

Deep Q-learning driven stock trader bot

qanet

A Tensorflow implementation of QANet for machine reading comprehension

reinforcement-learning-in-portfolio-management-

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.

rltrader

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

stable-baselines

A fork of OpenAI Baselines, implementations of reinforcement learning algorithms

stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

tensorflow

Computation using data flow graphs for scalable machine learning

tensorflow-tutorial

Tensorflow tutorial from basic to hard

tensortrade

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

tradinggym

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.