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NTU Fintech 2023 HW1: Robotic Advisor

Overview

In this homework, you need to design a trading strategy to maximize the return of stock trading over a future period of time.

Getting Started

Conda Environment:

  1. Create a new Conda environment: conda create -n fintech1 python=3.9

  2. Activate the Conda environment: conda activate fintech1

  3. Installing packeges:

conda config --append channels conda-forge 
conda install numpy=1.23.4 pandas=2.1.1 scipy=1.11.3 cython=3.0.2
conda install -c conda-forge ta-lib==0.4.19
pip install tqdm scikit-learn==1.3.1 torch==2.0.1 stable-baselines3==2.1.0

Train a Robot

  1. Type the command python train.py batch_size buffer_size gamma. A good set of parameters is batch_size=256, buffer_size=20000 and gamma=0.95.
  2. To estimate the overall performance, just type the command: python rrEstimate.py 0050.TW-short.csv