Your browser does not seem to support JavaScript. As a result, your viewing experience will be diminished, and you may not be able to execute some actions.

Please download a browser that supports JavaScript, or enable it if it's disabled (i.e. NoScript).

For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

Maximize Sharpe ratio

C

Chris Pang last edited by

Hello all,

Could anyone please shed some light on me as to where I can find codes to maximize Sharpe ratio using reinforcement learning? Ideally the environment should be CartPole in OpenAIGym.

Many thanks, for your help, in advance!
Reply Quote 0
1 Reply Last reply
B

backtrader administrators last edited by
I don't know if this project is what you may be looking for:
- Github - Backtrader gym Environment
Reply Quote 0
1 Reply Last reply

2
Posts

302
Views