Open ra9hur opened 2 months ago
I have been checking FinRL package. This is basically an open-source framework meant for trading of various financial instruments (stocks, crypto, portfolio allocation .. etc).
For reinforcement learning algorithms, they have provided stablebaseline3, rllib, elegantrl as options.
They have created custom environments extending gym.
Reward mechanism is easier to understand since its all about profits/losses that we make in a financial transaction.
Also, they have an example workbook for ensembles of RL algorithms, gives us an understanding of how combinations work.
Wanted to suggest if this could be included in Unit8 / part3 as one of advance topics.
Hey there 👋 ,
Thanks for the idea, if you want you can open a PR to add this section to advanced topics. I'll be happy to review it.
Have a nice day,
I have been checking FinRL package. This is basically an open-source framework meant for trading of various financial instruments (stocks, crypto, portfolio allocation .. etc).
For reinforcement learning algorithms, they have provided stablebaseline3, rllib, elegantrl as options.
They have created custom environments extending gym.
Reward mechanism is easier to understand since its all about profits/losses that we make in a financial transaction.
Also, they have an example workbook for ensembles of RL algorithms, gives us an understanding of how combinations work.
Wanted to suggest if this could be included in Unit8 / part3 as one of advance topics.