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Kostis-S-Z/trading-rl
Deep reinforcement learning for trading with price trailing
What it is
Research code for deep reinforcement learning in financial trading using a price trailing approach, presented at the ICASSP conference. An agent learns trading decisions by tracking price movements under the method described in the paper. Researchers and developers interested in this line of RL trading research can reproduce and extend the work. It is a research implementation, so results are tied to the paper's data and experimental settings.
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, Backtesting |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Steep learning curve |
| Practical value | Low 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): 0 over the period, now 223. Gaps mean no snapshot was taken that day.
Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019
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