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About deep reinforcement learning.

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eastpeace

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3 years ago #258311

I found an interesting open source project that uses deep reinforcement learning to generate trading strategies. Can SQ learn some useful things from that?

https://towardsdatascience.com/using-reinforcement-learning-to-trade-bitcoin-for-massive-profit-b69d0e8f583b

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Mark Fric

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3 years ago #258318

interesting article. We did some experiments with deep learning but didn’t come up with anything robust. This is one of the reasons why Neural Networks are still not added into SQ – every NN model we tried was just curve fitting.

Mark
StrategyQuant architect

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clonex / Ivan Hudec

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3 years ago #258477

what about random forest etc?

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mabi

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3 years ago #258525

You have to combine it with rules based entries or it will probably never work and be curvefitting.

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mabi

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3 years ago #258526

So SQx team can add the function to Improver and we can test it out . 🙂

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