A study of reinforcement learning in quantitative trading

• Main Author: Chen, Yiming
• Other Authors: Bo An
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2025
• Subjects: Business and Management; Computer and Information Science; Reinforcement learning; Quant trading
• Online Access: https://hdl.handle.net/10356/184301
• Institution: Nanyang Technological University

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...