SADRL-paper: code and trade logs for "A Spread-Aware Deep Reinforcement Learning Framework Using Directional Changes Sampling for High Frequency FX Trading"
Code accompanying A Spread-Aware Deep Reinforcement Learning Framework Using Directional Changes Sampling for High Frequency FX Trading (G. Rayment, T. Papastylianou, M. Kampouridis), revised for Array. Attached: per-trade logs behind the paper's results. Every completed trade of every evaluation run, with executed ent...