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alpha-zero-boosted

A "build to learn" Alpha Zero implementation using Gradient Boosted Decision Trees (LightGBM)

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphanetv3

Recurrent Neural Network for predicting Stock Returns

atec-2018

backtest-lib

HFT backtest-engine for LOB data.

bondhftrading

债券的高频做市策略

c-binance-future-quant

low-cost, high-efficiency, easy-to-implement

cartpole

OpenAI's cartpole env solver.

cleanrl

High-quality single file implementation of Deep Reinforcement Learning algorithms with research-friendly features (PPO, DQN, C51, DDPG, TD3, SAC, PPG)

cvxportfolio

Portfolio optimization and back-testing.

elegantrl

Scalable and Elastic Deep Reinforcement Learning Using PyTorch. Please star. 🔥

finrl

FinRL: The first open-source project for financial reinforcement learning. Please star. 🔥

gym-anytrading

The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)

hf_micro_research

This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf trading strategies.

hft

Repo for HFT project in CMF

hft-market-making

Implementation of HFT backtesting simulator and Stoikov strategy

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.

kaggle-solutions

🏅 Collection of Kaggle Solutions and Ideas 🏅

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

market_simulator

meta_labeling

Meta labeling is a method of determining the size of the bet.

minimalrl

Implementations of basic RL algorithms with minimal lines of codes! (pytorch based)

ml-quant

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

neural-network-with-genetic-algorithm-optimizer

Train neural network with genetic algorithm (alternative method to backpropagation)

openfe

OpenFE: automated feature generation with expert-level performance

pipeline

policy-gradient-trading-algorithm-by-maximizing-sharpe-ratio

The second half of my capstone project, proposing a deep policy gradient algorithm for auto-trading by directly maximizing the Sharpe ratio.

popular-rl-algorithms

python-binance

Binance Exchange API python implementation for automated trading