zqianyu

zqianyu's Stars

• jxin2618/CTA_fundamental_strategy

  Language:Python53

• rrrrhhhh123/CTA_backtesting

  Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start trade on the next month

  Language:Python123

• stavros0/bitcoin-price-prediction

  Bayesian regression for latent source model and Bitcoin

  Language:Python280119

• google-research/bert

  TensorFlow code and pre-trained models for BERT

  Language:Python37.9k9.6k

• stanfordnlp/GloVe

  Software in C and data files for the popular GloVe model for distributed word representations, a.k.a. word vectors or embeddings

  Language:C6.8k1.5k

• isnowfy/snownlp

  Python library for processing Chinese text

  Language:Python6.4k1.4k

• jeremytanjianle/Bayesian-Regression-on-Copper

  Replicated Trading Strategy in "Bayesian regression and Bitcoin" by Shah and Zhang (2014)

  Language:Jupyter Notebook63

• panditanvita/BTCpredictor

  Bitcoin price prediction algorithm using bayesian regression techniques

  Language:Matlab320113

• gavincyi/LightMatchingEngine

  A very light matching engine in Python.

  Language:Python32186

• AI4Finance-Foundation/Liquidation-Analysis-using-Multi-Agent-Reinforcement-Learning-ICML-2019

  Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.

  Language:Jupyter Notebook2416

• AI4Finance-Foundation/FinRL

  FinRL: Financial Reinforcement Learning. 🔥

  Language:Jupyter Notebook9.7k2.3k

• apolanco3225/Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPG

  Performing a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment that simulates stock prices.

  Language:Jupyter Notebook5422

• harveybc/agent-multi

  Automated trading agent for an OpenAI Gym enviroment with multiple simultaneous trading of symbols(currency pairs) using separate action and observation timeseries.

  Language:Python156

• ChuaCheowHuan/gym-continuousDoubleAuction

  A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

  Language:Jupyter Notebook13832

• WenhangBao/Multi-Agent-RL-for-Liquidation

  Source code for paper:Multi-agent reinforcement learning for liquidation strategy analysis

  Language:Jupyter Notebook5216

• grayvalley/DQNAMM

  Deep Q-Learning Auto Market Maker

  Language:Python121

• Ceruleanacg/Personae

  📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.

  Language:Python1.3k337

• openai/maddpg

  Code for the MADDPG algorithm from the paper "Multi-Agent Actor-Critic for Mixed Cooperative-Competitive Environments"

  Language:Python1.6k485

• arturbeg/reinforcement_learning_oe

  The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal Trade Execution. The problem of Optimal Trade Execution aims to find the the optimal "path" of executing a stock order, or in other words the number of shares to be executed at different steps given a time constraint, such that the price impact from the market is minimised and consequently revenue from executing a stock order maximised.

  Language:Python4910

• Msfund/CTA_factor_backtrade

  Language:Python1411

• sjtu-marl/malib

  A parallel framework for population-based multi-agent reinforcement learning.

  Language:Python49059

• MichaelKarpe/abides

  ABIDES: Agent-Based Interactive Discrete Event Simulation

  Language:Python3

• BlackArbsCEO/Adv_Fin_ML_Exercises

  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

  Language:Jupyter Notebook1.7k631

• jjakimoto/finance_ml

  Advances in Financial Machine Learning

  Language:Jupyter Notebook755214