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shenyichen105 / Deep-Reinforcement-Learning-in-Stock-Trading

Using deep actor-critic model to learn best strategies in pair trading
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Isn't better to use the WTI/Brent spread? #3

Closed lorrp1 closed 4 years ago

lorrp1 commented 6 years ago

Isn't be better to use the WTI/Brent spread? since in 2018/2017 wec and scg lost their past correlation