A study of reinforcement learning in quantitative trading

• المؤلف الرئيسي: Chen, Yiming
• مؤلفون آخرون: Bo An
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2025
• الموضوعات: Business and Management; Computer and Information Science; Reinforcement learning; Quant trading
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/184301

In this project, we explore using Reinforcement Learning (RL) for Gamma Scalping in options trading to design a dynamic hedging strategy with maximum risk-adjusted returns. Traditional Gamma Scalping methods employ pre-defined heuristics and static models that are unable to deal with dynamic market...