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High Level Overview (Preemptive)

Data Source

• Market Data - Yahoo Finance, Alpha Vantage, or Quandl
• Fundamental Data - Earnings, P/E ratios, macroeconomic indicators

State Space

• current asset allocation of portfolio
• historical trends
• economic indicators

Action Space

• Adjust Portfolio Weights

Reward Function

• Sharpe Ratio Maximization
• Markowitz modern portfolio theory

Training Method

PPO - Actor and Critic