{"repo":"VincentLongpre/ppo-trader","free":true,"listed":false,"github":"https://github.com/VincentLongpre/ppo-trader","clone":"git clone https://github.com/VincentLongpre/ppo-trader.git","description":"Developing, training, and assessing the performance of a Proximal Policy Optimization (PPO) Stock Trading Agent.","language":"Python","stars":14,"topics":["ppo","rl","trading-bot"],"license":"MIT","category":"trading","readme_excerpt":"Reimplementing PPO and Assessing its Performance in Stock Trading Strategies By Alexandre Diz Ganito, Vincent Longpré and Igman Talbi. Final project, COMP579 : Reinforcement Learning - Winter 2024, Prof. Doina Precup. McGill University Table of Contents - Introduction - Models - Installation - Usage - Contributing - License Introduction This project aims to reimplement the Proximal Policy Optimization (PPO) algorithm from scratch using PyTorch. Our goal is to achieve comparable results to Stable Baselines' implementation across multiple environments. We conduct comparisons between our PPO implementation and Stable Baselines' version on the Pendulum environment and a custom StockEnv environment containing the 30 constituent stocks of the Dow Jones index. Models In our project, we developed two distinct classes to facilitate experimentation and comparison: 1. PPO: This class represents our final implementation of the Proximal Policy Optimization (PPO) algorithm. It incorporates strategies and configurations that were identified through iterative testing as contributing to improved performance. 2. PPO test: This class serves as a sandbox environment for testing and experimenting with various strategies inspired by Stable Baselines' implementation of PPO. We used this class to explore different configurations, activation functions, policy distribution variances, and other parameters to understand their impact on performance. Installation To install and set up the project, follow ","default_branch":null,"files":null,"tree":[],"storefront":"/r/VincentLongpre","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/VincentLongpre/ppo-trader/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}