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font roboto 14 reinforcement learning for fx trading yuqin dai chris wang iris wang yilun xu a brief intro to our strategy font roboto 14 rl strategy on high frequency ...
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...Font roboto reinforcement learning for fx trading yuqin dai chris wang iris yilun xu a brief intro to our strategy rl on high frequency forex how is traditionally traded few key decisions currency pair trade position size when enter exit which dealer use execute the bid ask spread traditional strategies momentum mean reversion pivots fundamental stop loss orders trend based machine scalping day longer time frames type of technique that enables an agent learn in interactive environment by trial and error using feedback from its own actions experiences iterative process past affect future long term rewards indirect ways compared supervised we are not making or losing money at single step up down prediction models do provide actionable incorporate horizon give us more autonomy policy regularize model too frequently...