microsoft / RD-Agent

Research and development (R&D) is crucial for the enhancement of industrial productivity, especially in the AI era, where the core aspects of R&D are mainly focused on data and models. We are committed to automate these high-value generic R&D processes through our open source R&D automation tool RD-Agent, which let AI drive data-driven AI.
https://rdagent.azurewebsites.net/
MIT License
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(Quant Trading Question!) Using RD-Agent to find and optimize profitable strategies? #381

Open keithorange opened 12 hours ago

keithorange commented 12 hours ago

(Quant Trading Question!) Using RD-Agent to find and optimize profitable strategies?

I wonder if you have any examples, or if no examples yet, can clarify if you think this api is READY for this type of program or close to it.

This is much better approach then deep-learning because formula-based strategies outperform on new-data than deep-learning! I believe this will be a new approach to birthing trading strategies. Will definitely be popular if you then just translate/sell to MT5 store or use yourself on prop firms etc.

TPLin22 commented 8 hours ago

Hi,

Thank you for your interest! You can refer to the demo link on our project's homepage, which showcases examples of RD-Agent in the financial domain. Our RD-Agent can generate new factors and models, and we've integrated with Qlib for seamless backtesting in financial scenarios.