Skip to content

Latest commit

 

History

History
12 lines (10 loc) · 729 Bytes

README.md

File metadata and controls

12 lines (10 loc) · 729 Bytes

Reinforcement Learning for Algorithmic Trading

Testing applications of RL to algo trading. Thus far, work includes:

  • Simulating stock prices as sinusoids with added noise having a specified distribution
  • Fetching historical stock data using the yfinance API
  • Implementing Q-learning algorithms using TD(0) update rules
    • Single stock: Q-table
    • Multiple stocks: Approximate Q-function with artificial neural network containing single hidden layer
  • Applying Supervised Learning to enrich/augment/improve the agent's environment for decision making
    • Pull data from FRED API to construct macroeconomic environment
    • Applying SVMs with various kernels to predict improvement in economic conditions for trading