victorzsl Goto Github PK

algorithmictrading

async-rl

Tensorflow + Keras + OpenAI Gym implementation of 1-step Q Learning from "Asynchronous Methods for Deep Reinforcement Learning"

awesome-rl

Reinforcement learning resources curated

backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

bayesloop

Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.

books

some books

changepoint-detection

Code for "Bayesian Online Changepoint Detection" (Adams and MacKay, 2007).

cs534_ai_proj

Recurrent Reinforcement Learning

deap

Distributed Evolutionary Algorithms in Python

deep-reinforcement-learning-papers

A list of recent papers regarding deep reinforcement learning

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.

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.

free-programming-books

:books: Freely available programming books

free-programming-books-zh_cn

:books: 免费的计算机编程类中文书籍，欢迎投稿

gp-market-trading

Implementation of finding "trading rules" using genetic programming. Uses OpenBeagle and C++ for implementation.

high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

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.

keras

Deep Learning library for Python. Convnets, recurrent neural networks, and more. Runs on Theano or TensorFlow.

keras-rl

Deep Reinforcement Learning for Keras.

ml_nanodegree_deepqtrader

Capstone Project for the Machine Learning Nanodegree. Used Deep Q Learning to create an agent that trade stocks.

models

Models built with TensorFlow

moses

MOSES Machine Learning: "Meta-Optimizing Semantic Evolutionary Search"

mxnet

Lightweight, Portable, Flexible Distributed/Mobile Deep Learning with Dynamic, Mutation-aware Dataflow Dep Scheduler; for Python, R, Julia, Scala, Go, Javascript and more

neuroevolution

Neuroevolution as a direct policy search deep reinforcement learning method, implemented using Keras and DEAP.

poboquant

quant strategy backtesting from pobo financial

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 ;)

pyalgotrade

Python Algorithmic Trading Library

pyalgotrade-cn

pyalgotrade tailored for Chinese stock market

pyneurgen

Github fork of Python Neural Genetic Algorithm Hybrids (Pyneurgen)

pytrading

Classes for experimenting with stock trading