Reinforcement Learning Trading Agents
Dreamers Inc sought to build a fully automated trading system capable of operating across multiple exchanges. The challenge: creating RL agents that could learn profitable strategies in highly stochastic, non-stationary financial markets — and then execute them live.
Led R&D from the ground up. Designed and built a custom in-house trading environment using Python and Cython for both simulation training and live execution. Explored and benchmarked advanced RL algorithms tailored to the partial observability and non-stationarity of financial data. Iterated rapidly with industry expert feedback to align models with real market dynamics.
Delivered a production-ready pipeline from training to live execution. The in-house environment became a versatile platform supporting rapid strategy iteration. Mentored a junior researcher who contributed to agent improvements.