2
$\begingroup$

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.

$\endgroup$

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.