Using Reinforcement Learning in the Algorithmic Trading Problem

Re:Using Reinforcement Learning in the Algorithmic Trading P... by young_rutabaga on Wednesday April 29, 2020 @08:22PM (#23026207)

High turnover, high costs. You flip your position too often

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by stainforth on Wednesday April 29, 2020 @11:41PM (#23027193)

If the market flips against me, I just double my bet on the next play.

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by dkersten on Thursday April 30, 2020 @03:24AM (#23028320)

the market can stay irrational longer than you can stay solvent

Martingale is a sure-fire way to lose all your money rather quickly.

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by vecter on Thursday April 30, 2020 @12:18AM (#23027390)

That's a great way to go broke very quickly.

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by anjc on Thursday April 30, 2020 @03:01AM (#23028195)

Only if you don't have infinite money on the side, in which case it's guaranteed to be profitable

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by WJW on Thursday April 30, 2020 @09:16AM (#23030441)

You also need the other side of your trades to have infinite money. But in any case, why are you trading at all if you already have infinite money?

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Re:Using Reinforcement Learning in the Algorithmic Trading P... by rsecora on Thursday April 30, 2020 @03:45AM (#23028465)

Martingala with transaction costs are not profitable.

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