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Applying Deep Learning and NLP in Quantitative Trading

Overview

This repository is the preliminary work of RLQuant including 5 data crawlers and 2 models.

Crawlers

Models

You can use these code to build your experiment data-source. All the data will be stored in MongoDB by default in my code, you can extend the storage part by yourself.
Most of the code was developed before 2018, after that I turned over to the reinforcement learning approach (RLQuant) and almost gave up the predictive models, therefore I cannot guarantee all the code works well here. If you find any bugs, please tell me.

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Applying Deep Learning and NLP in Quantitative Trading

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