Open-source Python framework for training and backtesting financial trading agents with deep reinforcement learning.
Code for Machine Learning for Trading, 3rd edition — from data sourcing to live execution.
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
A curated list of awesome resources for quantitative investment and trading strategies focusing on artificial intelligence and machine learning applications in finance.
Systematic ETF relative-strength research, overlapping-sleeve portfolio construction, LEAN implementation, and factor attribution.