Interactive Brokers Quantitative Investment Portfolio Trading Robot
https://www.altredo.com/interactive-brokers.aspx
Portfolio trading robot for Interactive Brokers (IB, TWS) designed to trade profitably on stock markets and try to identify dynamic portfolio allocation schemes so that their total budgets are efficiently allocated through the investment horizon. Based on advanced quantitative portfolio trading strategy in which an intelligent agent is trained to identify an optimal
trading action by using deep Q-learning.
We formulate a Markov decision process model for the portfolio trading process, and the model adopts a discrete combinatorial action space, determining the trading direction at prespecified trading size for each asset,
to ensure practical applicability. Our novel portfolio trading strategy takes advantage of three features to outperform in real-world trading.
The Portfolio trading robot demonstrates superior results over the benchmark strategies.