Title: Need help making a crypto trader using machine learning. Post by: Keninishna on November 30, 2017, 03:22:07 AM I found this paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/pdf/1706.10059.pdf
The original source code for the project can be found here https://github.com/ZhengyaoJiang/PGPortfolio I know some python and have watched a course on machine learning on coursera. I can run the project and back tests show some impressive returns like 26 btc from 1btc over 2 years. The paper claims to have some 4 fold return in a month and a half. 4 fold return in hypothetical tests is great and all but I want to create a auto trader for poloniex. There are a couple things that need to be implemented and ironed out first.
I can set up a fork on github and start working on this and everyone else can contribute. I'm not a full time software developer though so I am still fairly newb to this. If we can get this to work though there are profits to be made for sure. Title: Re: Need help making a crypto trader using machine learning. Post by: willy_wine on February 26, 2018, 04:38:07 PM Hi Keninishna,
i registered today an account on bitcointalk.org after reading your post on ZhengyaoJiang PGPortfolio. After my course on machine learning, I'm studying his approach and python code. My first goal is to improve my understanding on current code and fine tuning the hyper-parameters. After this step i would like to try to design a live connection to an exchange for sell or buy assets, respecting the built agent policy and continuing to improve-it. I read much documents on real trading and I realized this a very complex task for coding, timing and liquidity issues but i think an improve could be obtained sharing ideas and knowledge. You seemed focused on PGPortfolio. Are you still? Willy |