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Trading bitcoin with reinforcement learning
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This post describes how to apply reinforcement learning algorithm to trade Bitcoin. This repository provides an implementation aims to reproduce the result. A buy-and-hold strategy that always hold 2 Bitcoins starting from the beginning of the test period.
A momentum strategy that holds 4 Bitcoins when the period SMA cross-over than the current closing price and 0 Bitcoin otherwise.
The minute-by-minute data is downloaded from Kaggle. I resample them into minute interval and compute all the features we need.
Then I save the two dataframes under bitcoin-historical-data. I delete the row indexed after resampling since there is a clear error. Due to request, I include the minute data in bitcoin-historical-data due to size constraint on GitHub, I cannot update the 1-minute data and the feature dataframe generated from the minute data.
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