Questions tagged [algorithmic-trading]

For questions about algorithmic trading (stocks, commodities bonds, etc.) and predictive financial algorithms in general.

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Selecting features for a neural network: is it redundant to have a feature that is an average (or max, or min) of some other features

I'm trying to create a neural network that would able to look at the current price of a crypto asset and classify between a "BUY", "SELL" or "HOLD". So far for my input ...
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Select training data for episodic reinforcement learning (stock trading agent)

I playing around with a stock trading agent trained via (deep) reinforcement learning, including memory replay. The agent is trained for 1000 episodes, where each episodes consists of 180 timesteps (e....
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Looping over Sarsa algorithm for better Q values

Let's say an RL trading system places trades based on pricing data. Each episode represents 1 hour of trading, and there are 24 hours of data available. The Q table represents for a given state, what ...
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131 views

In what ways can financial markets be hacked? [Algorithmic Trading]

There was a recent question on adversarial AI applications, which led me to start digging around. Here my interest is not general, but specific: What are the vulnerabilities of automated trading ...
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456 views

Are there profitable hedge funds using AI?

Is there any research in this area?