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hmate9 / short_term_alpha.ipynb
Created March 15, 2022 20:22 — forked from sebjai/short_term_alpha.ipynb
Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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How we incorporate next and cloudfront (2018-04-21)

Feel free to contact me at robert.balicki@gmail.com or tweet at me @statisticsftw

This is a rough outline of how we utilize next.js and S3/Cloudfront. Hope it helps!

It assumes some knowledge of AWS.

Goals

@hmate9
hmate9 / ETFs
Created March 28, 2020 17:24
Some ETFs
AAAU
AADR
AAXJ
ABEQ
ACES
ACIO
ACSG
ACSI
ACT
ACWF
def extract_train_data(winner, replayName):
with open('replays/' + replayName) as replay_file:
game = json.load(replay_file)
height = game['height']
width = game['width']
player_id = get_id(game, winner)
print "Winner:", winner, "(", player_id, ")"
num_frames = game['num_frames']
dataX = []
dataY = []
import numpy as np
import gym
from keras.models import Sequential
from keras.layers import Dense, Activation, Flatten
from keras.optimizers import Adam
from rl.agents.dqn import DQNAgent
from rl.policy import BoltzmannQPolicy, LinearAnnealedPolicy, EpsGreedyQPolicy
from rl.memory import SequentialMemory