spacegoing's repositories
arctic_backup
High performance datastore for time series and tick data
edomata
Production ready event-driven automata for Scala, Scala.js and scala native
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.
HierAIRL
A novel Hierarchical Imitation Learning algorithm based on AIRL.
LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
nautilus_trader
A high-performance algorithmic trading platform and event-driven backtester
ODPP
A novel Unsupervised Option Discovery algorithm based on Determinant Point Process.
pldpo
Reference implementation for DPO (Direct Preference Optimization)
ray_upstream
Ray is a unified framework for scaling AI and Python applications. Ray consists of a core distributed runtime and a toolkit of libraries (Ray AIR) for accelerating ML workloads.
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
tianshou
An elegant PyTorch deep reinforcement learning library.
TRAIL
Trial Reasoner for AI that Learns
trials
Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the proposed method and experimental results on real-world stock data to demonstrate its effectiveness.