Target variable (1 day ahead) or contemporaneous?
ChiragMirani opened this issue · comments
Hello,
Is the target stock price 1 day forward in terms of training. Because, the data we observe will be lagged relative to stock price that occurs tomorrow. I just want to confirm that this reward will be for next day.
Thanks
Hi @ChiragMirani,
It is not explicitly specified. Based on the reward function, the agent learns to trade for 1 day ahead or more in different situations.
Thank you! very useful. I saw this in the code but just wanted to confirm.
Best,
Chirag