Logo
  • Home

GETTING STARTED:

  • Introduction
    • Introduction
    • Framework
  • Quick Start
    • Introduction
    • Installation
    • Prepare Data
    • Auto Quant Research Workflow
    • Custom Model Integration

FIRST STEPS:

  • Installation
    • Qlib Installation
  • Initialization
    • Initialization
      • Parameters
  • Data Retrieval
    • Introduction
    • Examples
    • API
  • Custom Model Integration
    • Introduction
    • Custom Model Class
    • Configuration File
    • Model Testing
    • Reference

MAIN COMPONENTS:

  • Workflow: Workflow Management
    • Introduction
    • Complete Example
    • Configuration File
      • Qlib Init Section
      • Task Section
        • Model Section
        • Dataset Section
        • Record Section
  • Data Layer: Data Framework & Usage
    • Introduction
    • Data Preparation
      • Qlib Format Data
      • Qlib Format Dataset
      • Automatic update of daily frequency data
      • Converting CSV Format into Qlib Format
      • Stock Pool (Market)
      • Multiple Stock Modes
    • Data API
      • Data Retrieval
      • Feature
      • Filter
      • Reference
    • Data Loader
      • QlibDataLoader
      • StaticDataLoader
      • Interface
      • API
    • Data Handler
      • DataHandlerLP
      • Interface
      • Processor
      • Example
      • API
    • Dataset
      • API
    • Cache
      • Global Memory Cache
      • ExpressionCache
      • DatasetCache
    • Data and Cache File Structure
  • Forecast Model: Model Training & Prediction
    • Introduction
    • Base Class & Interface
    • Example
    • Custom Model
    • API
  • Portfolio Management and Backtest
    • Introduction
    • Base Class & Interface
      • BaseStrategy
      • WeightStrategyBase
    • Implemented Strategy
      • TopkDropoutStrategy
      • EnhancedIndexingStrategy
    • Usage & Example
      • Prediction Score
      • Running backtest
      • Result
    • Reference
  • Nested Decision Execution: High-Frequency Trading
    • Introduction
    • Example
  • Meta Controller: Meta-Task & Meta-Dataset & Meta-Model
    • Introduction
    • Meta Task
    • Meta Dataset
    • Meta Model
      • General Meta Model
      • Meta Task Model
      • Meta Guide Model
    • Example
  • Qlib Recorder: Experiment Management
    • Introduction
    • Qlib Recorder
    • Experiment Manager
    • Experiment
    • Recorder
    • Record Template
    • Known Limitations
  • Analysis: Evaluation & Results Analysis
    • Introduction
    • Graphical Reports
    • Usage & Example
      • Usage of analysis_position.report
        • API
        • Graphical Result
      • Usage of analysis_position.score_ic
        • API
        • Graphical Result
      • Usage of analysis_position.risk_analysis
        • API
        • Graphical Result
      • Usage of analysis_model.analysis_model_performance
        • API
        • Graphical Results
  • Online Serving: Online Management & Strategy & Tool
    • Introduction
    • Online Manager
    • Online Strategy
    • Online Tool
    • Updater
  • Reinforcement Learning
    • Overall
      • Reinforcement Learning
      • Potential Application Scenarios in Quantitative Trading
        • Portfolio Construction
        • Order Execution
        • Nested Portfolio Construction and Order Executor
    • Quick Start
    • Framework
      • EnvWrapper
      • Policy
      • Training Vessel & Trainer

OTHER COMPONENTS/FEATURES/TOPICS:

  • Building Formulaic Alphas
    • Introduction
    • Building Formulaic Alphas in Qlib
      • Example
    • Reference
  • Online & Offline mode
    • Introduction
    • Qlib-Server
    • Reference
  • Serialization
    • Introduction
    • Serializable Class
    • Example
    • API
  • Task Management
    • Introduction
    • Task Generating
    • Task Storing
    • Task Training
    • Task Collecting
  • Point-In-Time database
    • Introduction
    • Data Preparation
    • File-based design for PIT data

FOR DEVELOPERS:

  • Code Standard
    • Docstring
    • Continuous Integration
  • Development Guidance

REFERENCE:

  • API
    • Data
      • Provider
      • Filter
      • Class
      • Operator
      • Cache
      • Storage
      • Dataset
        • Dataset Class
        • Data Loader
        • Data Handler
        • Processor
    • Contrib
      • Model
      • Strategy
      • Evaluate
      • Report
    • Workflow
      • Experiment Manager
      • Experiment
      • Recorder
      • Record Template
    • Task Management
      • TaskGen
      • TaskManager
      • Trainer
      • Collector
      • Group
      • Ensemble
      • Utils
    • Online Serving
      • Online Manager
      • Online Strategy
      • Online Tool
      • RecordUpdater
    • Utils
      • Serializable
    • RL
      • Base Component
      • Strategy
      • Trainer
      • Order Execution
      • Utils
  • FAQ
    • Qlib Frequently Asked Questions
      • 1. RuntimeError: An attempt has been made to start a new process before the current process has finished its bootstrapping phase…
      • 2. qlib.data.cache.QlibCacheException: It sees the key(…) of the redis lock has existed in your redis db now.
      • 3. ModuleNotFoundError: No module named ‘qlib.data._libs.rolling’
      • 4. BadNamespaceError: / is not a connected namespace
      • 5. TypeError: send() got an unexpected keyword argument ‘binary’

Change Log:

  • Change Log
    • Version 0.1.0
    • Version 0.1.1
    • Version 0.1.2
    • Version 0.1.3
    • Version 0.2.0
    • Version 0.2.1
    • Version 0.2.2
    • Version 0.2.3
    • Version 0.2.4
    • Version 0.3.0
    • Version 0.3.1
    • Version 0.3.2
    • Version 0.3.3
    • Version 0.3.4
    • Version 0.3.5
    • Version 0.4.0
    • Version 0.4.1
    • Version 0.4.2
    • Version 0.4.3
    • Version 0.4.4
    • Version 0.4.5
    • Version 0.4.6
    • Version 0.5.0
    • Version 0.8.0
    • Other Versions
QLib
  • Docs »
  • Reinforcement Learning in Quantitative Trading
  • Edit on GitHub

Reinforcement Learning in Quantitative Trading¶

  • Overall
    • Reinforcement Learning
    • Potential Application Scenarios in Quantitative Trading
      • Portfolio Construction
      • Order Execution
      • Nested Portfolio Construction and Order Executor
  • Quick Start
  • Framework
    • EnvWrapper
    • Policy
    • Training Vessel & Trainer
Next Previous

© Copyright Microsoft Revision 5f3e3227.

Built with Sphinx using a theme provided by Read the Docs.
Read the Docs v: stable
Versions
latest
stable
v0.9.1
v0.9.0
v0.8.6
v0.8.5
v0.8.4
v0.8.3
v0.8.2
v0.8.1
v0.8.0
v0.7.2
v0.7.1
v0.7.0
v0.6.3
v0.6.2
v0.6.1
v0.6.0
v0.5.1
v0.5.0
Downloads
pdf
html
epub
On Read the Docs
Project Home
Builds
Free document hosting provided by Read the Docs.