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Maximize Sharpe ratio

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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!
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backtrader administrators last edited by
I don't know if this project is what you may be looking for:
- Github - Backtrader gym Environment
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