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execution-strategy

Here are 2 public repositories matching this topic...

mjuchli / ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning

reinforcement-learning openai-gym q-learning dqn market-maker limit-order-book openai-gym-agents openai-gym-environment match-engine execution-strategy order-placement

Updated Aug 22, 2018
Jupyter Notebook

awilliea / Risk-based_RL_for_Optimal_Trading_Execution

reinforcement-learning trading-bot multi-objective limit-order-book ddqn gym-environment reward-shaping execution-strategy order-placement tf-agents optimal-trading-execution morl

Updated Sep 18, 2020
Python

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