Andrew

#### Soft actor-critic (SAC) algorithm form UC Berkeley and Google Brain: Blog post: https://bair.berkeley.edu/blog/2018/12/14/sac/ Paper: https://drive.google.com/file/d/1J8gZXJN0RqH-TkTh4UEikYSy8AqPTy9x/view

@JacobHanouna, yes in general, not at the moment - there are many exciting things could (and should) be done here: novel algorithms, network architectures, proper GPU support, live trading APIs,...

Recent high-level review from JPMorgan research group: [**Idiosyncrasies and challenges of data driven learning in electronic trading**]( https://arxiv.org/pdf/1811.09549.pdf)

https://openai.com/blog/glow/ https://arxiv.org/pdf/1807.03039.pdf https://arxiv.org/pdf/1605.08803.pdf https://www.researchgate.net/publication/15614030_An_Information-Maximization_Approach_to_Blind_Separation_and_Blind_Deconvolution https://www.cs.helsinki.fi/u/ahyvarin/papers/NN99.pdf

@mysl , there are many match and CS experts and even more die-hard traders and asset-managers. The mix of both expertise in one head or team is still rare. One...

@mcrowson , sorry for late reply/ I do not have plans to make support for TF2 ( should been mentioned that in package description) in near future due to lack...

@woj-i - sorry for late reply, no there is no unit tests for algorithms-related code. I only used it for some complex data iteration checks like here: https://github.com/Kismuz/btgym/blob/master/btgym/datafeed/test_data.py

@viper7882 - environment itself does not requires TF, it is only algorithms subpackage that uses it. One can comment out the requirement and proceed with installation. As far as I...

> @Kismuz even for statistical arbitrage scenario? @mysl - It depends on market efficiency. From my experience OHLC-data approach does not works steadily on FX, stocks and other mature markets....

@yglpyn8888 , you're correct > which can provide the correct order matching process, ... and that's exactly what is not possible with current environment implementation which uses Backtrader package as...