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  1. mbt_gym mbt_gym Public

    mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal…

    HTML 154 43

  2. rl4mm rl4mm Public

    A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make markets.

    Python 28 7

  3. machine-learning-for-trading machine-learning-for-trading Public

    Forked from stefan-jansen/machine-learning-for-trading

    Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

    Jupyter Notebook 1 1

  4. ML_Finance_Codes ML_Finance_Codes Public

    Forked from mfrdixon/ML_Finance_Codes

    Machine Learning in Finance: From Theory to Practice Book

    Jupyter Notebook 1

  5. abides abides Public

    Forked from abides-sim/abides

    ABIDES: Agent-Based Interactive Discrete Event Simulation

    Python 1

  6. JJJerome.github.io JJJerome.github.io Public

    A web page for Joseph Jerome

    JavaScript 1