# qtrader

**Repository Path**: triobox/qtrader

## Basic Information

- **Project Name**: qtrader
- **Description**: Reinforcement Learning for Portfolio Management
- **Primary Language**: Unknown
- **License**: Apache-2.0
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 1
- **Forks**: 0
- **Created**: 2021-06-05
- **Last Updated**: 2024-04-12

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# qtrader
> Reinforcement Learning for Portfolio Management

## Why Reinforcement 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

> Exclusively `Python 3` compatible, because of `typing`s

### macOS

* `source scripts/setup.sh`

## Documentation

* [Interim Report](docs/FYP.Interim-Report.pdf): Introduction to `qtrader`
* [Papers Review](docs/FYP.Related-Work.pdf): Motivation, pros & cons of existing methods
* [Resources](docs/FYP.Resources.md): List of relevant resources
* [Final Report](docs/FYP.Final-Report.pdf): Master's Thesis
* [Presentation](docs/FYP.Presentation.pdf): 15 minutes project presentation