Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, comparing them with baseline approaches and conducting exper…

Implementation of HFT backtesting simulator and Stoikov strategy

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

https://hrl.boyuai.com/

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

《动手学深度学习》：面向中文读者、能运行、可讨论。中英文版被70多个国家的500多所大学用于教学。

Matching Engine for Limit Order Book

Benchmark Dataset of Limit Order Book in China Markets

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

复杂网络研究资源整理和基础知识学习

https://www.coursera.org/learn/advanced-methods-reinforcement-learning-finance?

A DQN agent that optimally hedges an options portfolio.

Reinforcement Learning in Options Hedging: A Deep-Deterministic-Policy-Gradient-based Dynamic Hedging Strategy

An educational resource to help anyone learn deep reinforcement learning.