Home / LLM agents & research
benstaf/FinRL_DeepSeek
Code for an LLM-infused risk-sensitive RL trading agent paper
What it is
The code for the paper FinRL-DeepSeek, which combines large language models with risk-sensitive reinforcement learning for trading agents. Language models process market information that then guides how the RL agent is trained and makes decisions. Researchers working where LLM agents, reinforcement learning and quantitative investing meet can reproduce and extend the study. It is paper code, so expect a research setup rather than a packaged tool.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, AI agents |
| Markets | US equities, Multi-market |
| Stack | Python |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | GPU optional |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): −1 over the period, now 331. Gaps mean no snapshot was taken that day.
Code for the paper "FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents" arXiv:2502.07393
Similar tools
Multi-agent LLM trading research platform with auditable execution boundary
LLM trading research agent with multi-market backtesting
Open-source LLM harness for agentic trading
Event-driven backtesting engine for Python trading algorithms
Reinforcement learning agent for stock trading research