reinforcement learning (171) robotrader (4) deep hedging (3) statistical hedging (2) ai trader (2)
The ambition of learning to trade is moving away from classic model-driven pricing and hedging methodologies and focus instead on real life performance of our now data-driven models, under transaction cost and trading restrictions across time. Our methods do not rely on greeks as primary risk management tool anymore. Putting ML as a tool aside, intuitively we try ask what would have worked in the past with due considerations to risk vs return. The core of our approach is not new - indeed, there is a wide ra