JFaine's repositories
Avellaneda-Stoikov
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Language:Python000
avellaneda-stoikov-1
Avellaneda-Stoikov HFT market making algorithm implementation
Language:Python000
Deep_RL_Gym
FinRL: The first open-source project for financial reinforcement learning. Please star. 🔥
Language:Jupyter NotebookMIT000
Optimisation
Numerical Optimisation solutions to Markowitz portfolio diversification, and optimal allocation for Sharpe Ratio maximisation.
Language:Jupyter NotebookMIT000
Reinforcement-Learning-for-Trading
A walkthrough of using the gym-anytrading environment for reinforcement learning applications leveraging custom datasets.
Language:Jupyter Notebook000