A study of reinforcement learning in quantitative trading
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...
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2025
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/184301 |
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| 機構: | Nanyang Technological University |
| 語言: | English |