Deep Reinforcement Learning combines deep Neural Network and RL algorithms, turning every sequential task into a Markov Decision Process: an agent interacts with environment via action, getting rewards, and improve upon its future actions to reach better environment.
Trading financial markets is such a task to optimize.
Data in financial markets are endless, yet price is the single information that reflects everything that has happened so far. The study of price movement is an ancient art that few has mastered, yet our Deep Learning A.I. is the perfect student to surpass our human best, learning from 5 million live trades executions in 5 minutes, more than any human can trade in his or her entire life.
Our focus is on the world's biggest financial markets, the Foreign Exchange Markets. With more than $5 trillion dollar transacted every day, it is largely dominated by technical analysis in the 1 minutes to 4 hours term. Forex Major USD Pairs are the perfect playgrounds for our agile mid-frequency A.I. traders, with low cost and latency combined with ample liquidity.
When Quantitative Trading Meets
Deep Reinforcement Learning
Solving the game of Quantitative Trading.
When A.I. Makes the Trades for Us
Watch our A.I. trader laern to trade EURUSD before and after 1 millions steps of training.
The first video shows the agent before training. It's randomly placing trades.
The second video shows after it's trained on previous data. It learns how to trade intelligently.
The Solid Line ─── : Buy Action
The Dashed Line ------- : Sell Action
Background Chart : Market Price Chart
We have built and live-tested our flagship AlphaFX A.I. on institutional ECNs,
achieved great out-of-sample risk-adjusted return for the past 5 years across 26 currency pairs.
We are currently scaling our trading effort to a fund.