Skip to content

Reinforcement learning in pair trading in tensorflow (WIP)

Notifications You must be signed in to change notification settings

lgh0504/Reinforcement-Learning-in-Pair-Trading

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

18 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Reinforcement-Learning-in-Pair-Trading

Restructing in progress. Target to achieve an OOP based TF asset forecasting and trading system.

Using asyncio to fetch intraday data from open sources.

Completed iniital implementation of data extraction and EG co-integration. Completed backtesting infrastructure for trading simulation. Completed struturing of basic machine learning and reinforcement learning building blocks.

About

Reinforcement learning in pair trading in tensorflow (WIP)

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages