Vishal Belsare vishalbelsare

Q-Learning for algorithm trading

Q-Learning background

by Konpat

Q-Learninng is a reinforcement learning algorithm, Q-Learning does not require the model and the full understanding of the nature of its environment, in which it will learn by trail and errors, after which it will be better over time. And thus proved to be asymtotically optimal.

you need first to understand the Markov Decision Process, which is a graph consisting of (states, actions, rewards) denoting {S}, {A}, {R}
State (S)

Installation

put foxdot-cli.py in the same directory as the FoxDot installaton (in case you're using virtualenv, otherwise comment from lines 5 to 7)
copy foxdot-mode.el to ~/.emacs.d/lisp
add (defvar foxdot-cli-path "/path/to/foxdot-cli/") in your ~/.emacs file
in Emacs M-x load-library and complete with foxdot-mode
Type C-c C-f or M-x foxdot-start to start
Type C-c C-e or M-x foxdot-execute to evaluate a line or a block of code

Multiple SSH Keys settings for different github account

create different public key

create different ssh key according the article Mac Set-Up Git

$ ssh-keygen -t rsa -C "[email protected]"

Disabling GNOME Tracker and Other Info

GNOME's tracker is a CPU and privacy hog. There's a pretty good case as to why it's neither useful nor necessary here: http://lduros.net/posts/tracker-sucks-thanks-tracker/

After discovering it chowing 2 cores, I decided to go about disabling it.

Directories

Keybase proof

I hereby claim:

I am vishalbelsare on github.
I am vishalbelsare (https://keybase.io/vishalbelsare) on keybase.
I have a public key ASDEg5L-Eo5m8SpYQqeE1YUQ6ZJSw0ecVCNOD1dKKKtqLAo

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	## @section: Prep workspace
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	options(width=200, digits=6, digits.secs=6)
	rm(list=ls())

	;;; package --- Python Programming ;;;
	;;; Commentary:

	;;; Code:

	; don't show the startup screen
	(setq inhibit-startup-screen t)
	; don't show the menu bar
	(menu-bar-mode nil)

	/**
	* This stylesheet will work pretty well with a regular Org Mode HTML export.
	* However, you do have to turn off all of the defaults:
	*
	* (setq org-export-html-style-include-scripts nil
	* org-export-html-style-include-default nil)
	*
	* and insert a call to the stylesheet:
	*
	* (setq org-export-html-style

	# basic factor analysis
	# http://blog.alphaarchitect.com/2015/05/28/basic-factor-analysis-simple-tools-to-understand-what-drives-performance/

	import pandas as pd
	import pandas.io.data as web
	import datetime, re, copy
	import numpy as np
	import statsmodels.formula.api as sm

	start = datetime.date(2000,1,1)

	# basic factor analysis
	# http://blog.alphaarchitect.com/2015/05/28/basic-factor-analysis-simple-tools-to-understand-what-drives-performance/

	import pandas as pd
	import pandas.io.data as web
	import datetime, re, copy
	import numpy as np
	import statsmodels.formula.api as sm

	start = datetime.date(2000,1,1)