Back to Community
Anyone interested in collaborating on RL approach ?


This is my first time to Quantopian. I am amazed by the tools they provide and community. Hope to continue learning here for a long time.

A brief about me: I am the author of and (only first version open sourced). Both RL based approach on trading. My current project RL (closed source) approach is more matured and is focussed on the different stock indexes.

I am stuck on the input side of the network and need some help in improving it (mostly some feature engineering). It would be great to collaborate with someone who has more experience on it. I started as a fundamental long-term investor continue doing so. and start writing AI approach a 1.5 year back. I believe one can go up in the value chain and make fundamental shift the way quant strategy using new AI techniques. I have more documentation on my approach, happy to share when I get someone interest.

Also, Any source where I can learn more about feature engineering for Quant trading inputs to the model?

Happy Trading,

1 response

I was at Quantcon where this person mentioned that he was going to be studying an approach using RL: