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A comment on Using Reinforcement Learning in the Algorithmic Trading Problem. Parent comment

Re:Using Reinforcement Learning in the Algorithmic Trading P... by cultus on Wednesday April 29, 2020 @04:00PM (#23023491)
It's a weird subject for academic study in the first place. Trying do do trading strategies that beat the market is one of the few things that really is a zero-sum game. In the absence of independent scientific interest to optimizing these strategies, what's the point? You might as well study how to optimize strategies for ultimate frisbee or something.
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Re:Using Reinforcement Learning in the Algorithmic Trading P... by traK6Dcm on Wednesday April 29, 2020 @05:12PM (#23024371)
Why do you think it's a weird subject of study, but games like Chess, Go, and Starcraft are not considered weird? Aren't both studied for purely their benchmark potential as opposed to the problem itself? Why are games widely accepted, but trading is "weird"?
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Re:Using Reinforcement Learning in the Algorithmic Trading P... by auntienomen on Wednesday April 29, 2020 @04:47PM (#23024087)
It's probably best understood as either job audition, fund-raising, or mathematical entertainment.
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Re:Using Reinforcement Learning in the Algorithmic Trading P... by cultus on Wednesday April 29, 2020 @05:02PM (#23024260)
Sure, I find mathematical finance absolutely fascinating. I just don't think it's worth putting a lot of research energy into. It's usually the boring stuff that matters.
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