Algorithmic Trading
17 papers with code • 0 benchmarks • 1 datasets
An algorithmic trading system is a software that is used for trading in the stock market.
Benchmarks
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Libraries
Use these libraries to find Algorithmic Trading models and implementations
S&P 500 Intraday Data
Most implemented papers
Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
The feasibility of making profitable trades on a single asset on stock exchanges based on patterns identification has long attracted researchers.
A Modular Framework for Reinforcement Learning Optimal Execution
In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution.
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market.
Model-based gym environments for limit order book trading
This paper introduces \mbtgym, a Python module that provides a suite of gym environments for training reinforcement learning (RL) agents to solve such model-based trading problems.
Stock Trading Volume Prediction with Dual-Process Meta-Learning
Our method can model the common pattern behind different stocks with a meta-learner, while modeling the specific pattern for each stock across time spans with stock-dependent parameters.
FinGPT: Democratizing Internet-scale Data for Financial Large Language Models
ai4finance-foundation/fingpt
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In light of this, we aim to democratize Internet-scale financial data for LLMs, which is an open challenge due to diverse data sources, low signal-to-noise ratio, and high time-validity.
EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading
In stage II, we construct a pool of diverse RL agents for different market trends, distinguished by return rates, where hundreds of RL agents are trained with different preferences of return rates and only a tiny fraction of them will be selected into the pool based on their profitability.
