Skip to content

edwardhdlu/q-trader

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

10 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Q-Trader

An implementation of Q-learning applied to (short-term) stock trading. The model uses n-day windows of closing prices to determine if the best action to take at a given time is to buy, sell or sit.

As a result of the short-term state representation, the model is not very good at making decisions over long-term trends, but is quite good at predicting peaks and troughs.

Results

Some examples of results on test sets:

!^GSPC 2015 S&P 500, 2015. Profit of $431.04.

BABA_2015 Alibaba Group Holding Ltd, 2015. Loss of $351.59.

AAPL 2016 Apple, Inc, 2016. Profit of $162.73.

GOOG_8_2017 Google, Inc, August 2017. Profit of $19.37.

Running the Code

To train the model, download a training and test csv files from Yahoo! Finance into data/

mkdir model
python train ^GSPC 10 1000

Then when training finishes (minimum 200 episodes for results):

python evaluate.py ^GSPC_2011 model_ep1000

References

Deep Q-Learning with Keras and Gym - Q-learning overview and Agent skeleton code

About

Deep Q-learning driven stock trader bot

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy