AI4Finance-Foundation / FinRL-Blogs

Blogs, tutorials, news. Please star.

Blogs

Looking forward to reading yours!

FinGPT

News

A YouTube video combining ChatGPT and FinRL.

Survey paper

A complete survey paper:

Hambly, Ben, Renyuan Xu, and Huining Yang. "Recent advances in reinforcement learning in finance." Mathematical Finance, 2023.

Conventional Machine Learning Methods

• Mean-Variance Optimization of Portfolios

ODSC - Open Data Science

• First Steps Before Applying Reinforcement Learning for Trading

Xiao-Yang (Yanglet) Liu and Steven Li

• [Towardsdatascience] ElegantRL-Helloworld: A Lightweight and Stable Deep Reinforcement Learning Library
• [Towardsdatascience] ElegantRL: Mastering PPO Algorithms
• [Towardsdatascience] ElegantRL-Podracer: A Scalable and Elastic Library for Cloud-Native Deep Reinforcement Learning
• [Towardsdatascience] A New Era of Massively Parallel Simulation: A Practical Tutorial Using ElegantRL
• [Towardsdatascience] ElegantRL-Podracer: A Scalable and Elastic Library for Cloud-Native Deep Reinforcement Learning
• [MLearning.ai] ElegantRL Demo: Stock Trading Using DDPG (Part I)
• [MLearning.ai] ElegantRL Demo: Stock Trading Using DDPG (Part II)
• [MLearning.ai] ElegantRL: Much More Stable Deep Reinforcement Learning Algorithms than Stable-Baseline3

Bruce Yang

• [Towardsdatascience] Deep Reinforcement Learning for Automated Stock Trading
• [Towardsdatascience] FinRL for Quantitative Finance: Tutorial for Using FinRL
• [Towardsdatascience] FinRL for Quantitative Finance: Tutorial for Multiple Stock Trading
• [Towardsdatascience] FinRL for Quantitative Finance: Tutorial for Portfolio Allocation
• [Towardsdatascience] End-to-End Guide to Building a Credit Scorecard Using Machine Learning
• FinRL for Quantitative Finance: Install and Setup Tutorial for Beginners
• [MLearning.ai] FinRL for Quantitative Finance: plug-and-play DRL algorithms
• [DataDrivenInvestor][Alpaca] A Data Scientist’s Approach for Algorithmic Trading using Deep Reinforcement Learning: An End-to-end Tutorial for Paper Trading
• [DataDrivenInvestor] FinRL-Meta: A Universe of Near Real-Market En­vironments for Data­-Driven Financial Reinforcement Learning
• [DataDrivenInvestor] FinRL-Meta User Guide
• [DataDrivenInvestor] FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning
• Feature Importance with Deep Neural Network for Cryptocurrencies

Ming Zhu

• [MLearning.ai]Dynamic Datasets Driven Financial Reinforcement Learning — FinRL as an Example
• [MLearning.ai]How can we guide ChatGPT to generate financial factors, using volume-price divergence in FinRL as an example?
• [MLearning.ai] Deep reinforcement learning based stock trading (Stable baselines3 + Dow Jones)

Joey Xia

• [MLearning.ai] Introduction to the World of Financial Reinforcement Learning: Part.1 Download Data
• [MLearning.ai] Introduction to the World of Financial Reinforcement Learning: Part.2 Train Agents
• [MLearning.ai] Financial Metaverse as a Playground for Financial Machine Learning
• [InsiderFinance Wire] Introduction of Data APIs in FinRL — Tushare
• [InsiderFinance Wire] Awesome Deep Reinforcement Learning in Finance

Adam King

• [Towards Data Science] Create custom gym environments from scratch — A stock market example
• [Towards Data Science] Rendering elegant stock trading agents using Matplotlib and Gym
• [Towards Data Science] Creating Bitcoin trading bots don’t lose money
• [Towards Data Science] Optimizing deep learning trading bots using state-of-the-art techniques
• [Towards Data Science] Trade and Invest Smarter — The Reinforcement Learning Way

Barend

• [Coinmonks] Crypto feature importance for Deep Reinforcement Learning
• [Coinmonks] Best technical indicators for Bitcoin from TA-lib
• [Towards AI] The Combinatorial Purged Cross-Validation method
• [Towards AI] Combinatorial PurgedKFold Cross-Validation for Deep Reinforcement Learning
• [Towards AI] Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting

Astarag Mohapatra

• [Analytics Vidhya] A hitchhikers guide to FinRL: A Deep Reinforcement Learning Framework for Quantitative Finance
• [Analytics Vidhya] Hyperparameter tuning using optuna for FinRL
• [Analytics Vidhya] Weights and Biases-ify FinRL with Stable Baselines3 models
• [Analytics Vidhya] Deep Reinforcement Learnig in Algorithmic (Part- I)
• [Analytics Vidhya] Deep Reinforcement Learnig in Algorithmic (Part- II)
• [Analytics Vidhya] Financial Data Streaming using Alpaca and Streamlit
• [MLearning.ai] Hyperparameter Optimization using Ray tune for FinRL models
• [MLearning.ai] Google Trends Data for automated stock trading using Reinforcement learning
• [MLearning.ai] FinRL: Population-Based algorithms implementation using Ray tune and RLlib
• [MLearning.ai] Population-Based Algorithms for Hyperparameter Optimization in Reinforcement learning
• FinRL: Financial Reinforcement learning explainability using Shapley Values
• Ray tune user guide for hyperparameter optimization

Matthew Brulhardt

• [Level Up Coding] Using TensorTrade for Making a Simple Trading Algorithm
• [Level Up Coding] Portfolio Allocation with TensorTrade: (Part 1/2)
• [Level Up Coding] Portfolio Allocation with TensorTrade: (Part 2/2)

Prakhar Gurawa

• [InsiderFinance Wire] Transitioning from Supervised Learning systems to Multi-Agent Reinforcement learning for financial platforms - Part 1
• [InsiderFinance Wire] Transitioning from Supervised Learning systems to Multi-Agent Reinforcement learning for financial platforms — Part 2
• [InsiderFinance Wire] Transitioning from Supervised Learning systems to Multi-Agent Reinforcement learning for financial platforms — Part 3

Tom Grek

• [Towardsdatascience] A blundering guide to making a deep actor-critic bot for stock trading

Ranko Mosic at JP Morgan Chase

• Deep Reinforcement Learning Based Trading Application at JP Morgan Chase

Alpaca

• Comparing 3 Different Types of Neural Network Architectures in Finance

NO-MAGIC on Kaggle

• [Kaggle] Deep Reinforcement Learning for Stock Trading - 1

Anmol Mann

• [WandB] Optimize Portfolio Allocation using FinRL

Mao Guan

• [MLearning.ai] An Empirical Approach to Explain Deep Reinforcement Learning in Portfolio Management Task

Mariko Sawada

• Automated stock trading using Deep Reinforcement Learning with Fundamental Indicators

Letian Wang

• [The Startup] Option Pricing Using Reinforcement Learning
• From Reinforcement Gamer to Reinforcement Trader

Harsha Andey

• Deep Reinforcement Learning for Trading Cryptocurrencies

Aaron Krumins

• [DataDrivenInvestor] Using the Game Engine for Automated Cryptocurrency Trading (Without a Single Line of Code)

Roshan Adusumilli

• [DataDrivenInvestor] Reinforcement Learning for Options Trading

Mohit Maithani

• [Analyticsindiamag.com] How To Automate Stock Market Using FinRL (Deep Reinforcement Learning Library)?

Andrey Babynin

• Reinforcement learning in trading (Part 1)
• Reinforcement learning in Trading (part 2 - the last)

Timothy Mutegi

• Model-Free Reinforcement Learning for Asset Allocation

EASON

• Use Reinforcement Learning to do Algorithmic Trading

Shivam Akhauri

• [ETHER Labs] TradeBot: Stock Trading using Reinforcement Learning — Part1

Zeynep Tufekci

• Reinforcement Learning in Stock Prediction with FinRL

Dan Pavlovic

• Reinforcement learning for the financial market — FinRL

Art Krisada

• FinRL Multiple Stock Trading

Videos or News

• [NeurIPS 2021] FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
• [NeurIPS 2020] FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
• [Hacker News @ Ycombinator] FinRL: The first open-source project for financial reinforcement learning