I have a book by Ivan Gridin on Reinforcement Learning, and he has a very interesting looking chapter on using it for stock trading, with code versions using Tensorflow and PyTorch. It’s a later chapter and I’m going to have to study what comes before to follow the details, but looks promising.
However I recently came across this article on Medium written by the same Ivan, discussing the pitfalls of Reinforcement Learning in stock trading, and explicitly warning against the very approach he used in his book (Actor-Critic). The wisdom of experience perhaps. Anyway, as far as I understand what he’s saying one could deal with the issues with proper risk management. I’ll be interested to see what Yves Hilpisch has to say on the issue in his forthcoming book on reinforcement learning in trading. I guess since I don’t intend to do any serious trading, but am just looking at this as a ‘hobby’, I won’t be risking anything significant.