A minimal self-contained pybind11 project example

Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learning to Algorithmic Trading"

Anomaly detection related books, papers, videos, and toolboxes

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

A super lightweight event bus for python

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

A template for modern C++ projects using CMake, Clang-Format, CI, unit testing and more, with support for downstream inclusion.

Machine Learning in Finance: From Theory to Practice Book

Dive to Deep Learning with Pytorch C++ API

Implementation of papers in pytorch c++

学习交流讨论

Fast and scalable design of risk parity portfolios

Useful CMake Examples

PyTorch Reinforcement Learning Framework for Researchers

a unified environment for supervised learning and reinforcement learning in the context of quantitative trading

Lecture examples for CS012 - Introduction to Computer Science for Science Math and Engineering II

A framework for training and evaluating deep learning models in Quantitative trading domain

code repository for Udacity nanodegree Artificial Intelligence for Trading

A study guide I created to help prepare for the scary CS225 final exam at U of I!

More about the exploration-exploitation tradeoff with harder bandits