量化金融强化学习论文集合

【导读】用于金融市场的AI (RL / DL / SL / Evoluation / Genetic Algorithm)集合。另外，我们在定量金融市场中加入了技术分析/阿尔法研究/套利等有用的策略工具和文档。

地址：

https://github.com/georgezouq/awesome-deep-reinforcement-learning-in-finance#papers

目录：

• 论文 Papers

• 课程 Courses

• 策略 Strategies

• 交易系统 Trading System

• 研究工具 Research tools

• 数据源 Data Sources

• 教程问答 Tutorials & Docs

• Exchange API & Docs

• Other Tools

论文

• THE THEORY OF SPECULATION L. BACHELIER 1900: The influences which determine the movements of the Stock Exchange are

• Brownian Motion in the Stock Market Osborne,1959 innumerable. Events past, present or even anticipated, often showing no apparent

• A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

• Reinforcement Learning for Trading 1994

• Dragon-Kings, Black Swans and the Prediction of Crises Didier Sornette: We develop the concept of “dragon-kings” corresponding to meaningful outliers, which are found to coexist with power laws in the distributions of event sizes under a broad range of conditions in a large variety of systems.

 课程 Courses

• Overview of Advanced Methods of Reinforcement Learning in Finance

策略与研究 Strategies & Research

AI

Traditional Markets

• trump2cash: A stock trading bot powered by Trump tweets http://trump2cash.biz

• Personae: 

  📈

   Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.

• Quantitative-Trading: 

  💸

   Papers and Code Implements for Quantitative-Trading

• gym-trading: Environment for reinforcement-learning algorithmic trading models

• zenbrain: A framework for machine-learning bots

• DeepLearningNotes: Machine Learning in Quant analysis

Portfolio Management

• qtrader: Reinforcement Learning for Portfolio Management

• PGPortfolio: PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

High Frequency Trading (HFT)

• SGX-Full-OrderBook-Tick-Data-Trading-Strategy: Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

• HFT_Bitcoin: Analysis of High Frequency Trading on Bitcoin exchanges

Crypto Currencies

• LSTM-Crypto-Price-Prediction: Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot

• tforce_btc_trader: TensorForce Bitcoin Trading Bot

• Tensorflow-NeuroEvolution-Trading-Bot: Using tensorflow to build a population of models that trade cyrpto and breed and mutate iteratively

• gekkoga: Genetic Algorithm for solving optimization of trading strategies using Gekko

• Gekko_ANN_Strategies: ANN trading strategies for the Gekko trading bot

• gekko-neuralnet: Neural network strategy for Gekko

• bitcoin_prediction: This is the code for "Bitcoin Prediction" by Siraj Raval on Youtube

TA

• Gekko-Bot-Resources: Gekko bot resources.

• gekko_tools: Gekko strategies, tools etc.

• gekko RSI_WR: Gekko RSI_WR strategies

• gekko HL: calculate down peak and trade on

• EthTradingAlgorithm: Ethereum trading algorithm using Python 3.5 and the library ZipLine

• gekko_trading_stuff: A dumping ground for my files I use with this awesome crypto currency trading platform

• forex.analytics: Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithm

• Bitcoin_MACD_Strategy: Bitcoin - MACD Crossover Trading Strategy Backtest

• crypto-signal: Automated Crypto Trading & Technical Analysis (TA) Bot for Bittrex, Binance, GDAX, and more! (250+ coins)

• Gekko-Strategies: Strategies to Gekko trading bot with backtests results and some useful tools.

• gekko-gannswing: Gann's Swing trade strategy for Gekko trade bot

Lottery & Gamble

• LotteryPredict: Use LSTM to predict lottery

Arbitrage

• ArbitrageBot: Arbitrage bot that currently works on bittrex & poloniex

• r2: R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript.

• cryptocurrency-arbitrage: A cryptocurrency arbitrage opportunity calculator. Over 800 currencies and 50 markets. https://cryptoworks.co

• bitcoin-arbitrage: Bitcoin arbitrage - opportunity detector

• blackbird: Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy

Data Sources

Traditional Markets

• Tushare:

Crypto Currencies

• CryptoInscriber: 

  📈

   A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.

• Gekko-Datasets: Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.

Research Tools

• JAQS: An open source quant strategies research platform.

• pyfolio: Portfolio and risk analytics in Python https://quantopian.github.io/pyfolio

• alphalens: Performance analysis of predictive (alpha) stock factors http://quantopian.github.io/alphalens

• empyrical: Common financial risk and performance metrics. Used by zipline and pyfolio. http://quantopian.github.io/empyrical

• !!![deprecated]!!: Trade as a fool

• zvt: zero vector trader(which base on fooltrader)

Trading System (Back Test & Live trading)

Traditional Market

[System]

• zipline: Zipline, a Pythonic Algorithmic Trading Library http://www.zipline.io/

• rqalpha: A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities http://rqalpha.io

• backtrader: Python Backtesting library for trading strategies https://www.backtrader.com

• kungfu: Kungfu Master Trading System

[Combine & Rebuild]

• pylivetrader: Python live trade execution library with zipline interface.

• CoinMarketCapBacktesting: This project tests bt(http://pmorissette.github.io/bt) and Quantopian Zipline(https://github.com/quantopian/zipline) as backtesting frameworks for coin trading strategy.

Crypto Currencies

• gekko: A bitcoin trading bot written in node - https://gekko.wizb.it/

• zenbot: Zenbot is a command-line cryptocurrency trading bot using Node.js and MongoDB.

• bot18: Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot creator @carlos8f https://bot18.net/

• magic8bot: Magic8bot is a cryptocurrency trading bot using Node.js and MongoDB.

• catalyst: An Algorithmic Trading Library for Crypto-Assets in Python http://enigma.co

• QuantResearchDev: Quant Research dev & Traders open source project [BUILDING]

• MACD: Zenbot Macd Auto-Trader

• abu: A quant trading system base on python.http://www.abuquant.com/

Plugins

• easytrader: 提供银河/国金/华泰客户端/同花顺客户端/雪球的基金、股票自动程序化交易以及自动打新，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合, 量化交易组件

• CoinMarketCapBacktesting: This project tests bt(http://pmorissette.github.io/bt) and Quantopian Zipline(https://github.com/quantopian/zipline) as backtesting frameworks for coin trading strategy.

• Gekko-BacktestTool: Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.

TA (Technical Analysis) Lib

• pandas_talib: A Python Pandas implementation of technical analysis indicators

• finta: Common financial technical indicators implemented in Python-Pandas (70+ indicators).

• tulipnode: Tulip Node is the official node.js wrapper for Tulip Indicators. It provides over 100 technical analysis overlay and indicator functions. https://tulipindicators.org

• techan.js: A visual, technical analysis and charting (Candlestick, OHLC, indicators) library built on D3. http://techanjs.org/

Exchange API

• HuobiFeeder: Connect HUOBIPRO exchange, get market/historical data for ABAT trading platform backtest/analysis and live trading

• ctpwrapper: Shanghai future exchange CTP api

Tutorials

ML

• Reinforcement-learning-with-tensorflow: Simple Reinforcement learning tutorials

• Algorithm_Interview_Notes-Chinese: Algorithm Interview Notes Chinese

• Learning-Notes: 

  💡

   Repo of learning notes in DRL and DL, theory, codes, models and notes maybe.

• Deep-Learning-World: 

  📡

   Organized Resources for Deep Learning Researchers and Developers

• 100-Days-Of-ML-Code: 100 Days of ML Coding

Quant

AI Framework

• convnetjs: Deep Learning in Javascript. Train Convolutional Neural Networks (or ordinary ones) in your browser.

• TensorForce: TensorForce: A TensorFlow library for applied reinforcement learning

• gym: A toolkit for developing and comparing reinforcement learning algorithms. https://gym.openai.com/

• Pavlov.js: Reinforcement learning using Markov Decision Processes. For JS, written in C++.

• baselines: OpenAI Baselines: high-quality implementations of reinforcement learning algorithms

• prophet: Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

Visualizing

• playground: Play with neural networks! http://playground.tensorflow.org

• netron: Visualizer for deep learning and machine learning models https://www.lutzroeder.com/ai

Articles

• The-Economist: The Economist 经济学人，持续更新

• nyu-mlif-notes: NYU machine learning in finance notes

• Using LSTMs to Turn Feelings Into Trades

Chinese

• Maury Osborne和三文鱼的故事

• 布朗运动、伊藤引理——细说Black-Scholes公式的前世今生（上篇）

• 布朗运动、伊藤引理——细说Black-Scholes公式的前世今生（下篇）

• 趋势策略小试牛刀，海龟交易体系的构建

Others

• zipline-tensorboard: TensorBoard as a Zipline dashboard http://jimgoo.com/tensorboard-and-zip…

• gekko-quasar-ui: An UI port for gekko trading bot using Quasar framework.

Other Resource

• awesome-quant: A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

• awesome-quant-china: Quant resource in china

• awesome-rl

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