About two years ago I wrote a little piece about applying Reinforcement Learning to the markets. A few people asked me what became of it. So this post covers some high-level things I’ve learned. It’s more of a rant than an organized post, really. If there is enough interest in this topic I’d be happy to go into more technical detail in future posts, but that’s TBD. Please let me know in the comments or on Twitter.

Over the past few years I’ve built four and a half trading systems. The first one was crap. The second one I never finished because I realized early on that it could never work either. The third one was abandoned for personal and political reasons. The fourth one worked extremely well for 12-18 months, producing something on the order of a full-time salary with a tiny investment of a few thousands dollars. Then, profits started decreasing and I decided to move on to other things. I lacked the motivation to build yet another system. Some of the systems I worked on were for the financial markets, but the last one was applied to the crypto markets. So keep that in mind while reading. Read More

#reinforcement-learning

#investing