Reinforcement Learning for Portfolio Management

Related tags

Deep Learningpythonreinforcement-learningq-learningrecurrent-neural-networksalgorithmic-trading
Overview

qtrader

Reinforcement Learning for Portfolio Management

Why Reinforcement Learning?

  1. Learns the optimal action, rather than models the market.
  2. Adaptive to temporary changes of the market, due to its online training.
  3. Optimizes the long-term (cumulative) reward, rather than the instantaneous benefit.

Setup

Exclusively Python 3 compatible, because of typings

macOS

  • source scripts/setup.sh

Documentation

Owner
Angelos Filos
Machine Learning at the University of Oxford.
Angelos Filos
GitHub Repository
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