2019-10-02: The community is currently in read-only mode
Maximize Sharpe ratio
Chris Pang last edited by
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!
I don't know if this project is what you may be looking for: