yli397
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订单簿强化学习
Avellaneda-Stoikov HFT market making algorithm implementation
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Fast summary statistics, histograms, and binning – ignoring NaNs
ABIDES: Agent-Based Interactive Discrete Event Simulation
Honor of Kings AI Open Environment of Tencent
A generic, simple and fast implementation of Deepmind's AlphaZero algorithm.
强化学习中文教程（蘑菇书🍄），在线阅读地址：https://datawhalechina.github.io/easy-rl/
Recommender system based on Flink and Reinforcement Learning
Using tabular and deep reinforcement learning methods to infer optimal market making strategies
This repo contains some codes and outputs of my implementation of DeepLOB model.
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
Free course that takes you from zero to Reinforcement Learning PRO 🦸🏻🦸🏽