Deep Reinforcement Learning For Trading Applications

Properly used, positive reinforcement is extremely powerful. Tic-Tac-Toe is a simple game. If both sides play perfectly, neither can win. But if one plays imperfectly, the other can exploit the flaws in the other's strategy. Does that sound a little like trading? Reinforcement learning is a machine learning paradigm that can learn behavior to achieve maximum reward in complex dynamic environments, as simple as Tic-Tac-Toe, or as complex as Go, and options trading. In this post, we will try to explain what reinforcement learning is, share code to apply it, and references to learn more about it.