victorzsl

Quant Trading by Reinforcement Learning & Evolutionary Computation

BeiJing,China

Pinned Repositories

AlgorithmicTrading
Language:Jupyter Notebook00
async-rl
Tensorflow + Keras + OpenAI Gym implementation of 1-step Q Learning from "Asynchronous Methods for Deep Reinforcement Learning"
Language:Python0 2 00
awesome-rl
Reinforcement learning resources curated
0 2 00
backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Language:Python0 1 00
bayesloop
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
Language:Python00
books
some books
Language:Mathematica0 2 00
changepoint-detection
Code for "Bayesian Online Changepoint Detection" (Adams and MacKay, 2007).
Language:TeX00
pyalgotrade
Python Algorithmic Trading Library
Language:Python1 2 00
RRL_Matlab
Recurrent Reinforcement Learning Algorithm Matlab Implementation
Language:MATLAB1 2 00
tqsdk-python
期货行情/历史数据/交易开发包
Language:Python1 2 00

victorzsl's Repositories

victorzsl/pyalgotrade
Python Algorithmic Trading Library
Language:Python1 2 00
victorzsl/tqsdk-python
期货行情/历史数据/交易开发包
Language:Python1 2 00
victorzsl/AlgorithmicTrading
Language:Jupyter Notebook00
victorzsl/async-rl
Tensorflow + Keras + OpenAI Gym implementation of 1-step Q Learning from "Asynchronous Methods for Deep Reinforcement Learning"
Language:Python0 2 00
victorzsl/awesome-rl
Reinforcement learning resources curated
0 2 00
victorzsl/backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Language:Python0 1 00
victorzsl/bayesloop
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
Language:Python00
victorzsl/deap
Distributed Evolutionary Algorithms in Python
Language:Python
victorzsl/deep_trader
This project uses reinforcement learning on stock market and agent tries to learn trading. The goal is to check if the agent can learn to read tape. The project is dedicated to hero in life great Jesse Livermore.
Language:Python2 0
victorzsl/EliteQuant_Python
Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.
victorzsl/free-programming-books
:books: Freely available programming books
victorzsl/free-programming-books-zh_CN
:books: 免费的计算机编程类中文书籍，欢迎投稿
Language:JavaScript2 0
victorzsl/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
Language:Jupyter Notebook
victorzsl/keras
Deep Learning library for Python. Convnets, recurrent neural networks, and more. Runs on Theano or TensorFlow.
Language:Python2 0
victorzsl/keras-rl
Deep Reinforcement Learning for Keras.
Language:Python2 0
victorzsl/models
Models built with TensorFlow
Language:Python
victorzsl/moses
MOSES Machine Learning: "Meta-Optimizing Semantic Evolutionary Search"
Language:C++
victorzsl/mxnet
Lightweight, Portable, Flexible Distributed/Mobile Deep Learning with Dynamic, Mutation-aware Dataflow Dep Scheduler; for Python, R, Julia, Scala, Go, Javascript and more
Language:Python2 0
victorzsl/poboquant
quant strategy backtesting from pobo financial
victorzsl/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
Language:Jupyter Notebook
victorzsl/pyalgotrade-cn
pyalgotrade tailored for Chinese stock market
Language:Python2 0
victorzsl/reinforcement-learning
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
Language:Jupyter Notebook
victorzsl/reinforcement-learning-an-introduction
Python code for Reinforcement Learning: An Introduction
Language:Python
victorzsl/RRL
Recurrent Reinforcement Learning (RRL)This is a repository for the implementations of RRL, mainly following Moody's work, other authors will be given credit as well on the go.
Language:HTML2 0
victorzsl/speech-to-text-wavenet
Speech-to-Text-WaveNet : End-to-end sentence level English speech recognition based on DeepMind's WaveNet and tensorflow
Language:Python
victorzsl/strategies
quantitative trading with javascript 用Javascript OR Python进行量化交易
Language:JavaScript
victorzsl/tensorlayer
TensorLayer: Deep Learning and Reinforcement Learning Library for TensorFlow.
Language:Python2 0
victorzsl/ufcnn-keras
Implementation of UFCNN in Keras
Language:Jupyter Notebook2 0
victorzsl/vnpy
基于python的开源量化交易平台开发框架
Language:C++2 0
victorzsl/WHAT-AI-CAN-DO-FOR-YOU
Breakthrough AI Papers and CODE for Any Industry.
2 0