Tutorial 1: Intraday Crypto Trading with DeepScalper
Intraday trading is a fundamental quantitative trading task, where traders actively long/short one pre-selected financial asset within the same trading day to maximize future profit.
DeepScalper use deep q network to optimize the reward sum got from reinforcement learning where a hindsight reward is used to capture the long-term porfit trends and embedding from both micro-level and macro-level market information.
Notebook and Script
In this notebook, we implement the training and testing process of DeepScalper based on the TradeMaster framework.
And this is the script for training and testing.