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  1. legitindicators legitindicators Public

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    Collection of indicators that I used in my strategies.

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  2. PGPortfolio PGPortfolio Public

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    PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

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  5. wattnet-fx-trading wattnet-fx-trading Public

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    WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series

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  6. HFT-price-prediction HFT-price-prediction Public

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    A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

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