elokow's repositories
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.
Pinescript-Laboratory
Repository of my TradingView scripts in Pine language
RL-Bitcoin-trading-bot
Trying to create Reinforcement Learning powered Bitcoin trading bot