I am looking for any reference where the following problem was addressed: given the list of trades of a trader teach an AI to replicate that trader's strategy.

There are several well-known results on hedge fund replication (usually factor based) and methods focusing on the replication of the return distribution (usually by stochastic optimization) but I am looking for a more "active" replication where the machine learns to trade as a trader. The main difference is that in my case I would know all the historical trades which is usually not known with other approaches.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.