Portfolio Allocation with TensorTrade: (Part 2/2)

Matthew Brulhardt
Level Up Coding
Published in
5 min readApr 12, 2021

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In the previous article, I went over how to create a trading environment using the generic components provided in the TensorTrade library. This article will focus on how to tune, train, and evaluate an agent over the built environment while also showing how to make custom models and action distributions in Ray. Without further delay, let’s start with building the model and action distribution!

Ray Components

When working with RL environments, it's convenient to customize different components of the training…

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MS in Applied Mathematics and Statistics @ Stony Brook University | I’m a simple person who likes four things: design, mathematics, computer science, and data.