/awesome-deep-reinforcement-learning-in-finance

🔬 A collection for those AI (RL / DL / SL / Evoluation / Genetic Algorithm) used in financial market. otherwise, we add Technology Analysis / Alpha Research / Arbitrage and other useful strategies tools & docs in quantitative finance market.

Awesome

DL/RL/SL Strategies Research & Tools in Quantitative Finance

Awesome DL/RL/SL in Quantitative Finance

The main goal is collect those AI (RL / DL / SL / Evoluation / Genetic Algorithm) used in financial market. otherwise, we add Technology Analysis / Alpha Research / Arbitrage and other useful strategies tools & docs in quantitative finance market.

We collect all market include traditional market like stock/futures/currencies and crypto currency markets.

Awesome

Papers

Courses

Strategies & Research

AI

Traditional Markets

  • trump2cash: A stock trading bot powered by Trump tweets http://trump2cash.biz
  • Personae: 📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
  • Quantitative-Trading: 💸 Papers and Code Implements for Quantitative-Trading
  • gym-trading: Environment for reinforcement-learning algorithmic trading models
  • zenbrain: A framework for machine-learning bots
  • DeepLearningNotes: Machine Learning in Quant analysis

Portfolio Management

  • qtrader: Reinforcement Learning for Portfolio Management
  • PGPortfolio: PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

High Frequency Trading (HFT)

Crypto Currencies

TA

  • Gekko-Bot-Resources: Gekko bot resources.
  • gekko_tools: Gekko strategies, tools etc.
  • gekko RSI_WR: Gekko RSI_WR strategies
  • gekko HL: calculate down peak and trade on
  • EthTradingAlgorithm: Ethereum trading algorithm using Python 3.5 and the library ZipLine
  • gekko_trading_stuff: A dumping ground for my files I use with this awesome crypto currency trading platform
  • forex.analytics: Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithm
  • Bitcoin_MACD_Strategy: Bitcoin - MACD Crossover Trading Strategy Backtest
  • crypto-signal: Automated Crypto Trading & Technical Analysis (TA) Bot for Bittrex, Binance, GDAX, and more! (250+ coins)
  • Gekko-Strategies: Strategies to Gekko trading bot with backtests results and some useful tools.
  • gekko-gannswing: Gann's Swing trade strategy for Gekko trade bot

Lottery & Gamble

Arbitrage

  • ArbitrageBot: Arbitrage bot that currently works on bittrex & poloniex
  • r2: R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript.
  • cryptocurrency-arbitrage: A cryptocurrency arbitrage opportunity calculator. Over 800 currencies and 50 markets. https://cryptoworks.co
  • bitcoin-arbitrage: Bitcoin arbitrage - opportunity detector
  • blackbird: Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy

Data Sources

Traditional Markets

Crypto Currencies

  • CryptoInscriber: 📈 A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.
  • Gekko-Datasets: Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.

Research Tools

Trading System (Back Test & Live trading)

Traditional Market

[System]

[Combine & Rebuild]

Crypto Currencies

Plugins

TA (Technical Analysis) Lib

  • pandas_talib: A Python Pandas implementation of technical analysis indicators
  • finta: Common financial technical indicators implemented in Python-Pandas (70+ indicators).
  • tulipnode: Tulip Node is the official node.js wrapper for Tulip Indicators. It provides over 100 technical analysis overlay and indicator functions. https://tulipindicators.org
  • techan.js: A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3. http://techanjs.org/

Exchange API

  • HuobiFeeder: Connect HUOBIPRO exchange, get market/historical data for ABAT trading platform backtest/analysis and live trading
  • ctpwrapper: Shanghai future exchange CTP api

Tutorials

ML

Quant

AI Framework

  • convnetjs: Deep Learning in Javascript. Train Convolutional Neural Networks (or ordinary ones) in your browser.
  • TensorForce: TensorForce: A TensorFlow library for applied reinforcement learning
  • gym: A toolkit for developing and comparing reinforcement learning algorithms. https://gym.openai.com/
  • Pavlov.js: Reinforcement learning using Markov Decision Processes. For JS, written in C++.
  • baselines: OpenAI Baselines: high-quality implementations of reinforcement learning algorithms
  • prophet: Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

Visualizing

Articles

Chinese

Others

Other Resource