ToughStyle's repositories
drl-trading-tianshou
a deep reinforcement learning trading training research with tianshou
V-programming-book-cn
入门V语言编程教程-中文版
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
CPlusPlusThings
C++那些事
cython-doc-zh
Cython 3.0 中文文档
DTQN
Deep Transformer Q-Networks for Partially Observable Reinforcement Learning
fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
gop
GoPlus - The Go+ language for engineering, STEM education, and data science
hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
LOBCAST
LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data.
Memory-RL
When Do Transformers Shine in RL? Decoupling Memory from Credit Assignment
mojo
The Mojo Programming Language
pytorch-gpu-benchmark
Using the famous cnn model in Pytorch, we run benchmarks on various gpu.
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. An increasing number of SOTA Quant research works/papers are released in Qlib.
Regression-Loss-Functions-in-Time-Series-Forecasting-PyTorch
This repository compares the performance of 8 different regression loss functions used in Time Series Forecasting using Temporal Fusion Transformers.
rl_portfolio_management
Portfolio management with RL
Stock-Prediction-Using-RWKV
Stock prediction using RWKV NN. Until now most of the usage done with RWKV was for LM.
tft-torch
A Python library that implements ״Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting״
Time-Series-Forecasting-and-Deep-Learning
Resources about time series forecasting and deep learning.
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).
tutorial
Tutorials for GoPlus (The Go+ Language)
ziglings
Learn the Zig programming language by fixing tiny broken programs.