Not logged in
Viewing 5 posts - 1 through 5 (of 5 total)

Forums>StrategyQuant>General Discussion>About deep reinforcement learning.

  • #258311 |
    268 Posts

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

    Mark Fric
    1182 Posts

    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.

    StrategyQuant architect

    256 Posts

    what about random forest etc?

    430 Posts

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

    430 Posts

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

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.