lgh0504's repositories
AlphaTrader
An implementation of a stock market trading bot, which uses Deep Q Learning
baseline3-experiments
Agent experiments in stable-baselines3
chess-alpha-zero
Chess reinforcement learning by AlphaGo Zero methods.
CNN-TA
Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach: A novel algorithmic trading model CNN-TA using a 2-D convolutional neural network based on image processing properties.
cointanalysis
Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
Deep-Reinforcement-Learning-Algorithms
25 projects in the framework of Deep Reinforcement Learning algorithms: DQN, PPO, DDPG, TD3, SAC, A2C and others. Each project is provided with a detailed training log.
deep_rl_trader
Trading Environment(OpenAI Gym) + DDQN (Keras-RL)
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.
Fixed_Income_Trading_Regression
Regressing client trading activity to the treasury markets and bond market volatility.
MasterAI-1.0-1vs1-Limit
MasterAI decisively defeated 14 top human Texas hold'em poker professsionals in September 2020.
MasterAI-2.0-1vs1-NoLimit
MasterAI is an AI poker dedicated to suport n-play (single- or multi-agent) Texas Hold'em imperfect-informatin games.
orbit
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
Permutation-Entropy
Python and R Codes for Computing Permutation Entropy
pyEntropy
Entropy for Python
PyTorch-A2C
General implementation of Advantage Actor Critic using Pytorch
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.
SCINet
The GitHub repository for the paper: “Time Series is a Special Sequence: Forecasting with Sample Convolution and Interaction“.
SCINet-1
https://arxiv.org/pdf/2106.09305v2.pdf
stable-baselines3
PyTorch version of Stable Baselines, improved implementations of reinforcement learning algorithms.
tfcausalimpact
Python Causal Impact Implementation Based on Google's R Package. Built using TensorFlow Probability.
Trading-Gym
Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.
TradingGym
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
ZigZag
Python library for identifying the peaks and valleys of a time series.