INDUSTRY

I have conducted a six-month research secondment* at Trality, a fintech Viennese start-up founded in 2019 with the core mission of making automated, algorithmic trading available to everyone: not just seasoned traders, but really anyone who is curious about – and willing to put effort into entering – this field.

During my secondment, we researched the edge that a Multi-Objective Deep Reinforcement Learning (RL) strategy has over corresponding Single-Objective strategies in the context of single-asset stock and cryptocurrency applications. Our work has led to a paper, and to the release of an open source repository devoted to financial RL methods. 

*secondment funded by the ISTplus scheme.