Someone trained a DQN agent to trade Bitcoin and all the AI did was buy, buy, buy! Reminded me of my JGB experience. https://medium.com/@danielzakrisson/the-self-learning-quant-d3329fcc9915#.95nas48qy …pic.twitter.com/fHZsCvDCHk
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RL doesn't make any sense for trading unless you are big enough to impact the market and you have the ability to simulate that.
otherwise supervised learning techniques will work much better and are far easier to implement
