Hello everyone,
Just inquiring if any of you have successfully back-tested a Reinforcement learning algorithm on here QC.
Am looking for some leads (RL on QC write ups, code or tutorials) on how to implement a simple RL algorithm (1-2 years data). I also want to know whether openai envs (gym) work well here.
Any help is appreciated.
Shile Wen
Hi Stephen,
From this thread Erik Koskela suggested a Q-Learning strategy (Q-Learning is a type of reinforcement learning), which I am currently working on right now. Once I am finished, I will announce the addition on the community forum.
Best,
Shile Wen
Pavel Fedorov
did you manage to do it Shile?
when you run an RL model, it learns during the backtest but when we live deploy we start with an untrained model unless we pre-load it from research environment.. is that the only option? or can we somehow intiialize in the past and then once it runs through the backtest the learnt model is deployed?
Stephen
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