MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading

By Chuqiao Zong, Chaojie Wang, Molei Qin, Lei Feng, Xinrun Wang, Bo An

Published 2024-06-20

Everscope rating

1395.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: MacroHFT. Problem types: Reinforcement Learning, Time Series Forecasting, Algorithmic Trading.

arXiv:2406.14537 · Code · Paper rankings

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