Hi William,

The answer to your question depends quite a bit on the nature of the data that you have, and the temporal relationships that exist within that data. Theoretically, if you can pose your trading problem as a markov decision process (https://en.wikipedia.org/wiki/Markov_decision_proces), then you should be apply to apply any RL algorithm to it. Of course, this won’t guarantee good performance, but will at least let you know that you are thinking about the problem in the correct way.

Research Scientist. Interested in Artificial Intelligence, Neuroscience, Philosophy, and Literature.

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