Topic: "almgren-chriss"
AkshayS21/Reinforcement-Learning-for-Optimal-Financial-Trading
Implementation of the DDPG algorithm for Optimal Finance Trading
Language: Jupyter Notebook - Size: 197 KB - Last synced at: 6 days ago - Pushed at: almost 6 years ago - Stars: 44 - Forks: 58
shehio/Computational-Finance
Language: MATLAB - Size: 15.6 KB - Last synced at: over 2 years ago - Pushed at: over 5 years ago - Stars: 10 - Forks: 3
lakshmiDRIP/DROP-Asset-Allocation
DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, and Transaction Costs.
Language: CSS - Size: 529 KB - Last synced at: over 2 years ago - Pushed at: almost 7 years ago - Stars: 10 - Forks: 7
muMAJJI/Optimal-Execution-of-Portfolio-Transactions
Portfolio execution strategy based on the Almgren-Chriss model, focusing on trade cost optimization in Python
Language: Jupyter Notebook - Size: 371 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
varunbudati/Almgren-Chriss-model
This project implements an advanced trading execution system based on the research paper "A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution" by Hendricks and Wilcox. The system combines traditional algorithmic trading methods with machine learning to optimize trading performance.
Language: Python - Size: 18.6 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0
