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    Maximize Sharpe ratio

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    • 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!

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      • B
        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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