xtma
Ph.D. of Tsinghua University. Interested in Reinforcement Learning and Agent.
Tsinghua University
xtma's Stars
thuml/iTransformer
Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah
hummingbot/hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
ZachGoldberg/Startup-CTO-Handbook
The Startup CTO's Handbook, a book covering leadership, management and technical topics for leaders of software engineering teams
kzl/decision-transformer
Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.
No-Trade-No-Life/Yuan
Yuan - Personal Investment Operating System
nkaz001/hftbacktest
A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
kernc/backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
abides-sim/abides
ABIDES: Agent-Based Interactive Discrete Event Simulation
silahian/VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
stefan-jansen/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
TradeMaster-NTU/TradeMaster
TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
LeonardoBerti00/Axial-LOB-High-Frequency-Trading-with-Axial-Attention
Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
Nakols/HFformerV2
yuxiangalvin/DeepLOB-Model-Implementation-Project
This repo contains some codes and outputs of my implementation of DeepLOB model.
YangRui2015/RORL
Code for NeurIPS 2022 paper "Robust offline Reinforcement Learning via Conservative Smoothing"
tinkoff-ai/CORL
High-quality single-file implementations of SOTA Offline and Offline-to-Online RL algorithms: AWAC, BC, CQL, DT, EDAC, IQL, SAC-N, TD3+BC, LB-SAC, SPOT, Cal-QL, ReBRAC
yfzhang114/Generalization-Causality
关于domain generalization,domain adaptation,causality,robutness,prompt,optimization,generative model各式各样研究的阅读笔记
HuaRongSAO/talib-document
talib学习 talib中文翻译 talib中文文档
nuria95/O-RAAC
Offline Risk-Averse Actor-Critic (O-RAAC). A model-free RL algorithm for risk-averse RL in a fully offline setting
nicklashansen/tdmpc
Code for "Temporal Difference Learning for Model Predictive Control"
UM-ARM-Lab/pytorch_mppi
Model Predictive Path Integral (MPPI) with approximate dynamics implemented in pytorch
inspirai/TimeChamber
A Massively Parallel Large Scale Self-Play Framework
google-research/rliable
[NeurIPS'21 Outstanding Paper] Library for reliable evaluation on RL and ML benchmarks, even with only a handful of seeds.
billryan/resume
An elegant \LaTeX\ résumé template. 大陆镜像 https://gods.coding.net/p/resume/git
YeWR/EfficientZero
Open-source codebase for EfficientZero, from "Mastering Atari Games with Limited Data" at NeurIPS 2021.
RayeRen/acad-homepage.github.io
AcadHomepage: A Modern and Responsive Academic Personal Homepage
google-research/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
zotero/zotero-ios
Zotero for iOS
Wenxuan-Zhou/PLAS
Code for Latent Action Space for Offline Reinforcement Learning [CoRL 2020]