dl-algo-trader

Training an Agent to make automated long/short trading decisions in a simulated stochastic market environment using Deep Q-Reinforcement Learning.

#Dependencies Python version 3.7.5

Packages: pip install tensorflow keras pandas matplotlib

Steps to run:

1. python dl-agent.py #One run of 500 episodes
2. python plot_reward.py #Plots the reward time series

Blog: https://medium.com/@gaurav1086/machine-learning-for-algorithmic-trading-f79201c8bac6