QuantitaveFinanceExamplesPy VS gym-continuousDoubleAuction

Compare QuantitaveFinanceExamplesPy vs gym-continuousDoubleAuction and see what are their differences.

QuantitaveFinanceExamplesPy

Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir). (by mrtkp9993)

gym-continuousDoubleAuction

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training. (by ChuaCheowHuan)
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QuantitaveFinanceExamplesPy gym-continuousDoubleAuction
1 5
38 136
- -
0.0 0.0
over 1 year ago over 1 year ago
Jupyter Notebook Jupyter Notebook
GNU General Public License v3.0 only MIT License
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QuantitaveFinanceExamplesPy

Posts with mentions or reviews of QuantitaveFinanceExamplesPy. We have used some of these posts to build our list of alternatives and similar projects.

gym-continuousDoubleAuction

Posts with mentions or reviews of gym-continuousDoubleAuction. We have used some of these posts to build our list of alternatives and similar projects.

What are some alternatives?

When comparing QuantitaveFinanceExamplesPy and gym-continuousDoubleAuction you can also consider the following projects:

quantstats - Portfolio analytics for quants, written in Python

recurrent-ppo-truncated-bptt - Baseline implementation of recurrent PPO using truncated BPTT

qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

alpha-zero-general - A clean implementation based on AlphaZero for any game in any framework + tutorial + Othello/Gobang/TicTacToe/Connect4 and more

FinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir). [Moved to: https://github.com/mrtkp9993/QuantitaveFinanceExamplesPy]

Finding-Alpha-with-AI - A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI

thesis-computational-artificial-market - Artificial stock market (ASM) with Julia language.

Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理

SGX-Full-OrderBook-Tick-Data-Trading-Strategy - Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.