Auto trading

reward function

• https://ai.stackexchange.com/questions/10082/suitable-reward-function-for-trading-buy-and-sell-orders/10912
• https://teddykoker.com/2019/06/trading-with-reinforcement-learning-in-python-part-ii-application/

sharpe ration differential Sharpe ratio

RRL

• https://towardsdatascience.com/recurrent-neural-networks-by-example-in-python-ffd204f99470
• http://cs229.stanford.edu/proj2006/Molina-StockTradingWithRecurrentReinforcementLearning.pdf
• https://raghavgoyal14.github.io/assets/ML_project/Final%20Report.pdf
• https://arxiv.org/pdf/1707.07338.pdf
• https://towardsdatascience.com/using-reinforcement-learning-to-trade-bitcoin-for-massive-profit-b69d0e8f583b

Online learning

• https://en.wikipedia.org/wiki/Online_machine_learning

Gradiant ascent

• https://stackoverflow.com/questions/58593644/keras-gradient-ascent-using-k-gradients search

Keras

• https://medium.com/@john.oh26/how-to-trade-stocks-using-keras-machine-learning-explained-in-plain-english-cef3b22a35e7

source

• pdf/GDQN-sortino.pdf /!\
• https://www.omergold.com/stockTrading.pdf
• https://www.quandl.com/databases/WIKIP/data
• https://towardsdatascience.com/deep-reinforcement-learning-for-automated-stock-trading-f1dad0126a02
• https://github.com/AminHP/gym-anytrading
• https://towardsdatascience.com/trade-smarter-w-reinforcement-learning-a5e91163f315
• https://towardsdatascience.com/creating-a-custom-openai-gym-environment-for-stock-trading-be532be3910e
• https://stats.stackexchange.com/questions/57244/what-is-recurrent-reinforcement-learning
• https://teddykoker.com/2019/06/trading-with-reinforcement-learning-in-python-part-ii-application/
• https://arxiv.org/pdf/1811.07522.pdf#cite.Data

Study summary

• https://arxiv.org/pdf/2106.00123.pdf /!\
• https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7384672/

data

• https://www.kaggle.com/mmmarchetti/sentiment-analysis-on-financial-news
• https://stocknewsapi.com/register
• https://newsapi.org/
• https://www.reddit.com/r/algotrading/comments/9dpxhm/looking_for_good_json_stock_news_api_feeds_free/
• https://www.coindesk.com/fr/price/bitcoin