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by dennybritz
2185 days ago
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> Just because you have a good forecast doesn't translate into cash. It has to be paired with a trading strategy. This is probably why the author thinks the answer is RL, because coincidentally if you approach this problem with RL, it does the forecasting + strategy. Exactly, this is one of the nice things about RL. You don't to do a bunch of handwaving to turn your predictions into a strategy. |
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