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Albert-Z-Guo/Deep-Reinforcement-Stock-Trading

Factor research★ 688 GitHub starsJupyter Notebook⏱ No commits in over six months

Lightweight deep reinforcement learning framework for portfolio management

What it is

A lightweight deep reinforcement learning framework for portfolio management. The project explores applying deep RL algorithms to stock trading in a highly modular way, so individual components can be swapped or extended. Researchers and developers experimenting with RL-based allocation strategies are the intended audience. It is an exploratory research project, and its results should be reproduced and stress-tested before drawing conclusions about real trading.

At a glance

Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forStrategy research, Backtesting
MarketsUS equities, Multi-market
StackPython
Learning curveModerate learning curve
Practical valueMedium practical value
CostFree and open source
HardwareGPU optional
MaintenanceNo commits in over six months

GitHub stars, last 30 days

Daily snapshots since 2026-09-28 (up to 30 days): −3 over the period, now 688. Gaps mean no snapshot was taken that day.

In the author's words

A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly mod

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