https://github.com/hnaik/rl-finlab
Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-2.0 Licensed. Contributions welcome.
https://github.com/hnaik/rl-finlab
execution finance market-microstructure portfolio-allocation quant-research reinforcement-learning stable-baselines3
Last synced: about 1 month ago
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Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-2.0 Licensed. Contributions welcome.
- Host: GitHub
- URL: https://github.com/hnaik/rl-finlab
- Owner: hnaik
- License: lgpl-3.0
- Created: 2025-10-17T22:57:46.000Z (8 months ago)
- Default Branch: main
- Last Pushed: 2025-10-20T06:50:49.000Z (8 months ago)
- Last Synced: 2025-10-20T08:59:28.605Z (8 months ago)
- Topics: execution, finance, market-microstructure, portfolio-allocation, quant-research, reinforcement-learning, stable-baselines3
- Language: Python
- Homepage: https://github.com/hnaik/rl-finlab
- Size: 453 KB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0