Anyone interested in collaborating on RL approach ?

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Anyone interested in collaborating on RL approach ?

deepender singla

posted May 5, 2017

Seeking Help Machine Learning Tools and Tips

Hey,

This is my first time to Quantopian. I am amazed by the tools they provide and community. Hope to continue learning here for a long time.

A brief about me: I am the author of https://github.com/deependersingla/deep_trader and https://github.com/deependersingla/deep_portfolio (only first version open sourced). Both RL based approach on trading. My current project RL (closed source) approach is more matured and is focussed on the different stock indexes.

I am stuck on the input side of the network and need some help in improving it (mostly some feature engineering). It would be great to collaborate with someone who has more experience on it. I started as a fundamental long-term investor continue doing so. and start writing AI approach a 1.5 year back. I believe one can go up in the value chain and make fundamental shift the way quant strategy using new AI techniques. I have more documentation on my approach, happy to share when I get someone interest.

Also, Any source where I can learn more about feature engineering for Quant trading inputs to the model?

Happy Trading,
Deep

1 response

I was at Quantcon where this person mentioned that he was going to be studying an approach using RL:
http://www.imtc.gatech.edu/people/c-david-byrd

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.