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anjc
on April 30, 2020
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Using Reinforcement Learning in the Algorithmic Tr...
Only if you don't have infinite money on the side, in which case it's guaranteed to be profitable
WJW
on April 30, 2020
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You also need the other side of your trades to have infinite money. But in any case, why are you trading at all if you already have infinite money?
rsecora
on April 30, 2020
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Martingala with transaction costs are not profitable.
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