Deep Q-learning Trading Bot

Reinforcement learning trading bot that can buy, sell and hold stocks using deep Q-Learning

1. Modeling the trading problem

1. States $S_{t}$:

   • Number of shares owned at $t$
   • Stock price at $t$
   • Amount of cash available at $t$

2. Agent's action space at every discrete $t$:

   • Buy until no cash left
   • Hold to earn risk free interest rate
   • Liquidize all stock

3. Environment

   • Provides states $S_{t}$ and $S_{t+1}$
   • Provide daily return of bot as reward