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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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💡[FEATURE]: Currency Arbitrage with Reinforcement Learning #505

Closed ashis2004 closed 1 week ago

ashis2004 commented 1 month ago

Is your feature request related to a problem? Please describe. Develop an RL agent to exploit arbitrage opportunities in the foreign exchange market by trading currency pairs.

Describe the solution you'd like Steps: Environment Setup: Create a gym environment simulating forex trading with multiple currency pairs. State Representation: Include exchange rates, trading volumes, and economic indicators. Reward Function: Design rewards based on profit from arbitrage trades. Training: Use RL algorithms like PPO or DDPG to train the agent on historical data and validate on live data.

*Describe alternatives you've considered A clear and concise description of any alternative solutions or features you've considered.

Additional context Add any other context or screenshots about the feature request here.

ashis2004 commented 1 month ago

pls sir @Akshat111111 assign it me