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LIVE TRAINING
|
Episode: 860
|
+3.2% PnL

QUANTITATIVEREINFORCEMENT LEARNING

Systematic trading strategies powered by transformer-based reinforcement learning.
Research-driven. Backtested. Open-source.

Cumulative Return
860.2pts
+3.1%
Sharpe Ratio
2.34
+0.12
Max Drawdown
4.2%
-0.3%
Win Rate
67.8%
+2.1%
SCROLL TO EXPLORE
↓

Open Research Lab

Cutting-edge reinforcement learning infrastructure for algorithmic trading research.
Open source. Transparent. Research-first.

2RL Models
PPO/A2CAlgorithms
2+Years Dev
research_terminal.py
LIVE
v2.0-dev
ryan@trading-lab:~/ryan-rl-trader$ python train_ppo.py --config transformer_v2
[INFO] Initializing transformer-based PPO agent...
[INFO] Loading market data: 28 features, 4 timeframes
[TRAINING] Episode 860/∞ | Reward: 860.2 → 863.1
Training in progress
Active
Learning

Open Research

Publicly available research code with transparent methodology and real trading results

Python/RLOpen SourceMIT License
Explore Research

Experimental Framework

Cutting-edge RL implementations with modular architecture for rapid experimentation

PyTorch/SB3GymnasiumRay RLlib

Research Roadmap

Active development pipeline focusing on advanced trading strategies and market modeling

Multi-agent SystemsRisk-aware RewardsMarket Microstructure

Professional Collaboration

Open to research partnerships, technical discussions, and collaboration opportunities in quantitative finance

The Forgotten Frontier
of RL Trading

While the world chases LLMs✨ and AI art🎨we're reviving reinforcement learning for quantitative finance

Active DevelopmentModel v2.0 in progress...
Current Model
860
Avg. Episode Reward
Training Status
v2.0
In Development
Target Goal
900+
Next Milestone

The Genesis

2023-Q4

"It started with frustration - watching RL get abandoned for shiny new toys like LLMs and Generative AI while Reinforcement Learning in trading remained a niche. I wanted to build a system that could actually learn from the market, not just regurgitate past data."

ENVIRONMENT v0.1

  • Multi-symbol, multi-timeframe support
  • Realistic order management simulation
  • Tick-by-tick historical replay

The Feature Wars

2024-Q1

"30,000 raw features later, I learned the hard way that most were noise. The current pipeline uses aggressive PCA dimensionality reduction to distill market structure into something the transformer can actually learn from."

FEATURE ENGINEERING

  • 30k+ raw features → compressed latent space
  • VarianceThreshold + StandardScaler + PCA pipeline
  • Market structure, liquidity, and temporal features

Active Development

2024-Q4
LIVE

"Now the real work begins - making this actually trade live without blowing up accounts. Model v2.0 is in development with improved risk management and live integration consuming all my debugging patience."

💭 Current Focus:

"Working on hyperparameter optimization and transformer architecture improvements. Target: 900+ episode reward by end of Q4."

ACTIVE DEVELOPMENT

  • Live trading integration (MetaTrader/broker APIs)
  • Advanced risk management & position sizing
  • Hyperparameter optimization for v2.0
"The markets are never wrong, only opinions are."
— Jesse Livermore

This is a research-first project. If you're tired of AI hype and want to work on real trading systems, join the fight.

Currently optimizing model v2.0 • Target: 900+ reward
Email for Research Discussion

Direct communication for quantitative finance research and collaboration

Live Training Metrics

Real-time performance data from our PPO transformer training sessions

Training Completed - 1.5M timesteps

Episode Reward Progress

Final: 860 avg reward
865850835820810
+5.4%
Improvement
367
Iterations
5h 24m
Training Time

Training Status

Completed Successfully
Final Reward:860
Total Steps:1.50M
FPS:77

Model Metrics

Latest Training Run
Policy Loss-0.00588
Clip Fraction0.205

Environment

Multi-timeframe Trading
Episode Length:24.8k steps
Features:28 state
Algorithm:PPO

Training Completed Successfully!

Model achieved 860 average episode reward after 325.40 minutes of training

💾 Model saved to: ppo_transformer_mtsim_final

CODEBASE ANALYTICS

Live repository metrics and development insights from the quantitative trading research project

ryan-rl-trader

Quantitative reinforcement learning research

VIEW REPO
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ACTIVE BRANCHES

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RECENT COMMITS

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TECH STACK

Python78%
Jupyter12%
Shell6%
Dockerfile4%

Get in Touch

Interested in quantitative finance research, algorithmic trading strategies, or collaboration opportunities?

Email Contact

Direct communication for research discussions, collaboration proposals, or technical inquiries.

seanman519@gmail.com
→
Usually responds within 24 hours

Open Source

Contribute to the project, report issues, or explore the codebase. All research is open and transparent.

View Repository
Active development
MIT License

What I'm interested in discussing:

Quantitative trading strategies
Reinforcement learning research
Financial market modeling
Open-source collaboration