A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
lstm
quantitative-finance
ray
limit-order-book
quantitative-trading
financial-engineering
market-microstructure
zero-sum
high-frequency-trading
gym-environment
ppo
self-play
double-auction
multi-agent-reinforcement-learning
rllib
marl
n-player
zero-sum-games
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Updated
Jan 1, 2023 - Jupyter Notebook