This repository was archived by the owner on May 2, 2024. It is now read-only.
This repository was archived by the owner on May 2, 2024. It is now read-only.
Add portfolio analysis. #11
Description
The DQN agent only allows a user to buy or sell stock. It does not account for how many eggs you have in one basket, for example. It would be good to automate a risk analysis etc and account for this.
- Could take risk into account as part of the reward of the trade itself. Risk adjusted reward signalling.