# qtrader

**Repository Path**: ifquant/qtrader

## Basic Information

- **Project Name**: qtrader
- **Description**: Algorithmic Trading using Q-Learning and Recurrent Reinforcement Learning
- **Primary Language**: Python
- **License**: Apache-2.0
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2021-07-31
- **Last Updated**: 2021-07-31

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# qtrader
> Q-Learning for Portfolio Management

## Why Q-Learning?

1. Learns the **optimal action**, rather than models the market.
2. Adaptive to temporary changes of the market, due to its online training.
3. Optimizes the long-term (cumulative) reward, rather than the instantaneous benefit.



## Setup

### macOS

* `source scripts/setup.sh`

## Resources

### Textbooks

- [Recurrent Neural Networks for Prediction: Learning Algorithms, Architectures and Stability](http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0471495174.html) by Danilo P. Mandic, Jonathon A. Chambers
- [Analysis of Financial Time Series](http://eu.wiley.com/WileyCDA/WileyTitle/productCd-EHEP002380.html) by Ruey S. Tsay
- [Paul Wilmott on Quantitative Finance](http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118836839.html) by Paul Wilmott

### Papers

#### Reinforcement Learning & Trading

- [Algorithm Trading using Q-Learning and Recurrent Reinforcement Learning ](http://cs229.stanford.edu/proj2009/LvDuZhai.pdf)
- [Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks](https://arxiv.org/pdf/1707.07338.pdf)
- [A Multi-agent Q-learning Framework for Optimizing Stock Trading Systems](https://link.springer.com/chapter/10.1007/3-540-46146-9_16)
- [Deep Q-trading](http://cslt.riit.tsinghua.edu.cn/mediawiki/images/5/5f/Dtq.pdf)
- [Reinforcement Learning in Online Stock Trading Systems](http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.83.5299&rep=rep1&type=pdf)
- [Portfolio Management using Reinforcement Learning](http://cs229.stanford.edu/proj2016/report/JinElSaawy-PortfolioManagementusingReinforcementLearning-report.pdf)
- [A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem](https://arxiv.org/pdf/1706.10059.pdf)

### Articles

- [The Self Learning Quant](https://hackernoon.com/the-self-learning-quant-d3329fcc9915)
- [DEEP LEARNING IN FINANCE: LEARNING TO TRADE WITH Q-RL AND DQNS](https://chatbotslife.com/deep-learning-in-finance-learning-to-trade-with-q-rl-and-dqns-6c6cff4a1429)

### Relevant Projects

- [QLearning_Trading](https://github.com/ucaiado/QLearning_Trading)
- [stockgym](https://github.com/sentrip/stockgym/tree/master/src)
- [sl-quant](https://github.com/danielzak/sl-quant)
- [Trading Gym](https://github.com/Prediction-Machines/Trading-Gym)
- [DQN](https://github.com/jjakimoto/DQN)