Using Reinforcement Learning in the Algorithmic Trading Problem

Re:Using Reinforcement Learning in the Algorithmic Trading P... by traK6Dcm on Wednesday April 29, 2020 @04:19PM (#23023728)

I don't claim that all the science that isn't actively being applied yet is BS, but this kind of science typically happens within trading firms, tested on real-world data, and is not being published on arXiv.

As a side note, what this specific paper here did is neither novel not innovative, so it's very fair to criticize it. A3C is 4 years old, and they just take it and run it on some data. It's like downloading a convnet and running it on MNIST. There have been hundreds of papers on RL + Trading. I see them in my arXiv emails every other day and they all do the same thing.

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by solidasparagus on Wednesday April 29, 2020 @04:29PM (#23023859)

I was referring to these statements:

> This paper, just like pretty much any academic paper on the subject, ends with a backtest on historical data, not a real system

> Whenever you see a paper ending with a backtest you can already assume it's BS.

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by fakedang on Wednesday April 29, 2020 @10:57PM (#23027013)

I guess he was referring to the fact that though the people may be great, their published content in that one paper need not be so.

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