Back to Reinforcement Learning for Trading Strategies
Learner Reviews & Feedback for Reinforcement Learning for Trading Strategies by New York Institute of Finance
247 ratings
About the Course
In the final course from the Machine Learning for Trading specialization, you will be introduced to reinforcement learning (RL) and the benefits of using reinforcement learning in trading strategies. You will learn how RL has been integrated with neural networks and review LSTMs and how they can be applied to time series data. By the end of the course, you will be able to build trading strategies using reinforcement learning, differentiate between actor-based policies and value-based policies, and incorporate RL into a momentum trading strategy.
To be successful in this course, you should have advanced competency in Python programming and familiarity with pertinent libraries for machine learning, such as Scikit-Learn, StatsModels, and Pandas. Experience with SQL is recommended. You should have a background in statistics (expected values and standard deviation, Gaussian distributions, higher moments, probability, linear regressions) and foundational knowledge of financial markets (equities, bonds, derivatives, market structure, hedging).
Top reviews
SF
Mar 14, 2020
Good course introducing concepts in RL. Wish course provided more examples of using RL in stock prediction.
JM
Jul 18, 2020
perhaps an applied trading notebook would have been nice...I understand that liability issues might have arisen, but there might have been a reasonable avenue with repeat disclaimers, etc
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