Advanced Statistical Arbitrage with Reinforcement Learning

By Boming Ning, Kiseop Lee

Published 2024-03-20

Everscope rating

1540.3

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Reinforcement Learning for Statistical Arbitrage. Problem types: Time Series Forecasting, Pairs Trading, Portfolio Optimization.

arXiv:2403.12180 · Paper rankings

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