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RL Margin Trading Agent

A reinforcement learning trading agent trained using DQN in a custom Gymnasium environment. The environment models leverage, borrowing interest, and multi-day trading episodes using real TSLA 5-minute data.

The project focuses on environment design, evaluation, and reproducible experiments rather than profitability.

Features

  • Custom margin trading environment with leverage and interest costs
  • Technical indicators (RSI, EMA, MACD) as part of the observation space
  • Evaluation against buy-and-hold and random baselines
  • Reproducible training using fixed random seeds

Notes

Some strategy-specific tuning and experimental configs are intentionally omitted.

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Custom RL trading environment + DQN agent with leverage/fees/borrowing costs; feature engineering with RSI/EMA/MACD and evaluation tools.

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