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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 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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