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ZhengyaoJiang / PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
GNU General Public License v3.0
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reversed_USDT vs BTC #23

Closed AhmMontasser closed 6 years ago

AhmMontasser commented 6 years ago

Hello,

In the code, i don't understand what is the difference between reversed_USDT and the cash (BTC).

I supposed (USDT_BTC) which is actually BTC/USD is a mapping to just holding some weight in BTC

Am i wrong ?

dexhunter commented 6 years ago

All the price is calculated in BTC, that's why BTC is always 1. USDT refers to Tether which is also a cryprtocurrency, so it's taken as an asset rather than cash(BTC). It's supposedly to provide some information about btc, but I don't think we treat it much differently than other cryptocurrencies under current framework.

AhmMontasser commented 6 years ago

great, it's reversed in trading actions, right ? so i sell BTC/USDT when i need to increase reversed_USDT weight and vice versa ?

dexhunter commented 6 years ago

reversed actually means the reverse of price because in poloniex for btc/usdt paris it's calculated in usdt, but we want to calculate in btc.

AhmMontasser commented 6 years ago

i understand this what i meant is, what is the end element for this coin after increasing the weight, is it BTC or USD ?

if the weight is 0.8 reversed_USDT in the new omega, after buying and selling should i end up with 0.8 the value in USD or in bitcoins ?

dexhunter commented 6 years ago

I am not sure if I understand your question correctly. But I don't think you can convert to USD in current framework directly. So the value is always in BTC (bitcoin).

kumkee commented 6 years ago

if the weight is 0.8 reversed_USDT in the new omega, after buying and selling should i end up with 0.8 the value in USD or in bitcoins ?

It will be USDT measured in BTC.

AhmMontasser commented 6 years ago

thanks a lot