Reinforcement Learning for Portfolio Management

Last update: Jan 01, 2023

Overview

qtrader

Reinforcement Learning for Portfolio Management

Why Reinforcement Learning?

Learns the optimal action, rather than models the market.
Adaptive to temporary changes of the market, due to its online training.
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

Interim Report: Introduction to qtrader
Papers Review: Motivation, pros & cons of existing methods
Resources: List of relevant resources
Final Report: Master's Thesis
Presentation: 15 minutes project presentation

Owner

Angelos Filos

Machine Learning at the University of Oxford.

GitHub Repository

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Reinforcement Learning for Portfolio Management

Related tags

Overview

qtrader

Why Reinforcement Learning?

Setup

macOS

Documentation

Owner

Angelos Filos

Computer-Vision-Paper-Reviews - Computer Vision Paper Reviews with Key Summary along Papers & Codes

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