marketFDA
PublicThis project day-trades options using an advanced ensemble model. It applies Functional Data Analysis (FDA) to model entire price, momentum, and IV smile curves as features, capturing their shape. The model's predictions then guide a Reinforcement Learning agent, which learns the optimal risk parameters for each trade.
algotradingalgotrading-machine-learningensemble-learningfdamachine-learningoptions-apirlvolatility-modeling
Creat：2025-07-25T08:11:23
Update：2025-08-11T07:01:56
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