Financial reinforcement learning framework for trading strategies.
Build, train, and backtest deep reinforcement learning trading agents.
FinRL is an open-source framework designed for financial reinforcement learning and quantitative trading workflows. It suits researchers, developers, and students wanting to prototype train-test-trade pipelines.
The framework organizes operations into market environments, DRL agents, and financial applications using a train-test-trade pipeline. It supports algorithms from Stable Baselines 3, RLlib, and ElegantRL, integrating with multiple data processors.
It suits quants, researchers, and developers exploring algorithmic trading and reinforcement learning. It does not suit those seeking out-of-the-box production live trading without migrating to FinRL-X.
Separates market environments, DRL agents, and financial applications for modular design.
Supports training via Stable Baselines 3, RLlib, and ElegantRL algorithm libraries.
Includes built-in preprocessors for MACD, RSI, VIX, and turbulence index calculations.
Provides explicit workflow scripts for downloading data, training agents, and backtesting.
Free under the MIT license, with the only cost being your own compute resources for training models.
880 open remote AI-training roles, updated November 15, 2026; most pay $20–$175 an hour. Zekai lists them free; the application goes to the employer’s platform.
These reviewed AI tools do the same job instantly — from our scored directory.
No, this repository preserves the original educational framework, while production-oriented development has moved to FinRL-X.
It supports algorithms through integrations with Stable Baselines 3, RLlib, and ElegantRL.
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