C++ Gym for Reinforcement Learning

Almgren and Chriss Model For Optimal Execution of Portfolio Transactions

sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinforcement learning) in the context of quantitative trading

A Baby Robot's Guide to Reinforcement Learning

A simple, extensible implementation of the limit order book.

Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.

Pytorch Implementation of MuZero

Examples shown in class and recitation from AA203: Optimal and Learning-Based Control.

QIFI协议下的Account实现

C++ implementation of Multi-Armed Bandits (Gaussian and Bernoulli)

Benchmark Dataset of Limit Order Book in China Markets

A repository of modern C++ patterns curated by the community.

A simple and well styled PPO implementation. Based on my Medium series: https://medium.com/@eyyu/coding-ppo-from-scratch-with-pytorch-part-1-4-613dfc1b14c8.

Execute the trading instruction as best as possible given a short time horzion with a deep reinforcement learning approach

Example repository to create Python bindings for existing C++ projects using pybind11 and scikit-build

C++, CMake, PyBind11, and setuptools

(WIP) FastRL - a simple PPO implementation in pure C++ / libtorch

Collection of reinforcement learning algorithms

Time series Timeseries Deep Learning Pytorch fastai - State-of-the-art Deep Learning with Time Series and Sequences in Pytorch / fastai

simons sdk, a financial data library, for quantitative researcher

Tutorial for wrapping C++ library into Python using pybind11 and CMake

RL BTC trader written in C++ using libtorch

Example python package with pybind11 cpp extension

A boilerplate for a simple C++ project with PyBind11 bindings, built with CMake.

In this notebook several classes of multi-armed bandits are implemented. This includes epsilon greedy, UCB, Linear UCB (Contextual bandits) and Kernel UCB. Some of the well cited papers in this con…

C++ ODE solvers wrappers to Python

awesome reinforcement learning for trading domain

C++ Implementation of PyTorch Tutorials for Everyone

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, yo…

Assignments for Berkeley CS 285: Deep Reinforcement Learning (Fall 2020)