MRYingLEE/Portfolio_GYM MRYingLEE/Portfolio_GYM

  • This repository has been archived on 14/Jul/2021
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    Python
  • Created over 5 years ago
  • Updated over 5 years ago
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MRYingLEE/Portfolio_GYM
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MRYingLEE

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This is an OPENAI gym reinforcement learning environment for investing. There are portfolio performance and risk metrics functions built in. These functions can be used to evaluate your algorithm and also in reward engineering.

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