snowskid's repositories
mbt_gym
mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal execution. The module is set up in an extensible way to allow the combination of different aspects of different models. It supports highly efficient imp
ElegantRL
Cloud-native Deep Reinforcement Learning. Please star. 🔥
ML-HFT
High frequency trading (HFT) strategies built for futures using machine learning and deep learning techniques.
algotrading-example
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
MarketMakingMLAlgo
This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
backtest-lib
HFT backtest-engine for LOB data.
FinRL-Library
A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star. 🔥
J-Quants-Tutorial
J-Quants-Tutorial
DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
sample-repo
Git練習用
baby-steps-of-rl-ja
Pythonで学ぶ強化学習 -入門から実践まで- サンプルコード
translob
Transformers for limit order books
python_exercises
short exercises for Python