Or is that plan Z? Anyway, several months ago I purchased a course on Quantra about Reinforcement Learning in Trading. I found it pretty heavy going, especially as some of the explanations seemed a little ‘light on’. Well, I’ve just been going through it again (videos, text and code in the form of Jupyter Notebooks) and it makes a lot more sense now that I’ve filled in the details from other sources.
So my plan now is to recreate the template that it develops but in a simpler form. I can always add complexity later. I’ll be using PyTorch instead of Keras/Tensorflow as well, but that change should be pretty trivial now that I’m more familiar with both.
I plan to use ADA as the asset, having already settled on that for my previous plan (development of a ML assisted momentum strategy). Once again I doubt that I’ll actually use this in trading, but it’s a field I’m familiar with so I can focus on setting up the Double Deep Q Network instead of concerning myself with how that relates to the task. I feel pretty confident that I can get something up and running, with lots of scope for improving it after that, and lots of opportunity to test it out on real world data once its working. Definitely seems like a plan.