Portfolio Risk Optimization via Deep Reinforcement Learning
Overview
A portfolio-optimization system that learns allocation policies with the PPO algorithm, paired with a web interface for training and evaluation.
Features
- Real-time monitoring. Live logs and metrics through a local web interface.
- Visualizations. Portfolio value and weight charts.
- Multiple environments. Trains on a diverse set of simulated market scenarios.
Technology
- RL framework: PyTorch, stable-baselines3
- Web: FastAPI
- Visualization: matplotlib