Using Reinforcement Learning in the Algorithmic Trading Problem

Re:Using Reinforcement Learning in the Algorithmic Trading P... by credit_guy on Wednesday April 29, 2020 @03:57PM (#23023445)

I share your skepticism.

Now, since you appear to know about these things, among all the available papers/article/blogposts/books is there any that you would recommend as being less wrong than the rest? For example, a while ago I read this book [1], and it didn't seem so bad, but I'm not in the industry. Can you recommend anything, even with caveats?

[1] https://www.amazon.com/gp/product/B00BZ9WAVW/ref=dbs_a_def_r...

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by traK6Dcm on Wednesday April 29, 2020 @04:06PM (#23023554)

In general, books are a much better source of information than papers or blog posts when it comes to trading. I haven't read the one you posted, but a few I can recommend:

[0] is okay. I disagree with a lot in there, but it's pretty well written and one of the better books on the subject. [1] Is very old, but it's one of my favorites. It's very mathematical. The ideas still apply today. [2] Is a good introduction overview

[0] https://www.amazon.com/Advances-Financial-Machine-Learning-M...

[1] https://www.amazon.com/Introduction-High-Frequency-Finance-R...

[2] https://www.amazon.com/Trading-Exchanges-Microstructure-Prac...

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