Translated[🔥updating ...] AI automated quantitative trading robot (fully local deployment) AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant
FinRL®: Financial Reinforcement Learning. 🔥
- deep-reinforcement-learning
- drl-trading-agents
- stock-trading
- drl-algorithms
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
This repository introduces PIXIU, an open-source resource featuring the first financial large language models (LLMs), instruction tuning data, and evaluation benchmarks to holistically assess financial LLMs. Our goal is to continually push forward the open-source development of financial artificial intelligence (AI).
Markdown <=> IPython Notebook
Environment for reinforcement-learning algorithmic trading models
Benchmarks for Low Latency (Streaming) solutions including Apache Storm, Apache Spark, Apache Flink, ...
Every day, millions of traders around the world are trying to make money by trading stocks. These days, physical traders are also being replaced by automated trading robots. Algorithmic trading market has experienced significant growth rate and large number of firms are using it. I have tried to build a Deep Q-learning reinforcement agent model to do automated stock trading.
Open source remote sensing dataset with benchmarks
Implementation of "Adversarial Frontier Stitching for Remote Neural Network Watermarking" in TensorFlow.
Slides and materials for various talks I've given
UV-first benchmark for protein-ligand docking with reproducible annotation, pocket similarity, and HPC workflows.
Comparing the performance of Stacked Ensemble Learning & machine learning algorithms like Random Forest, Decision Tree, Adaboost, Gradient Boost and XGBoost Classifier in Python for Stock Market Trend Prediction.