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Developing actionable trading agents

机译：发展可行的贸易代理

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Trading agents are useful for developing and back-testing quality trading strategies to support smart trading actions in the market. However, most of the existing trading agent research oversimplifies trading strategies, and focuses on simulated ones. As a result, there exists a big gap between the deliverables and business needs when the developed strategies are deployed into the real life. Therefore, the actionable capability of developed trading agents is often very limited. This paper for the first time introduces effective approaches for optimizing and integrating multiple classes of strategies through trading agent collaboration. An integration and optimization approach is proposed to identify optimal trading strategy in each category, and further integrate optimal strategies crossing classes. Positions associated with these optimal strategies are recommended for trading agents to take actions in the market. Extensive experiments on a large quantity of real-life market data show that trading agents following the recommended strategies have great potential to obtain high benefits while low costs. This verifies that it is promising to develop trading agents toward workable and satisfying business needs.
机译：交易代理可用于开发和回测高质量交易策略，以支持市场中的明智交易行为。但是，大多数现有的贸易代理商研究过于简化了贸易策略，而侧重于模拟策略。结果，当将已开发的策略部署到现实生活中时，可交付成果和业务需求之间存在很大差距。因此，发达的贸易代理人的行动能力通常非常有限。本文首次介绍了有效的方法，可以通过交易代理协作来优化和集成多种策略。提出了一种集成和优化方法来识别每个类别中的最优交易策略，并进一步整合跨类别的最优策略。建议与这些最佳策略相关的头寸，以使交易代理商在市场上采取行动。对大量真实市场数据的大量实验表明，遵循推荐策略的交易代理商具有巨大的潜力，可在获得高收益的同时降低成本。这证明了有希望发展贸易代理商以实现可行和满足业务需求。

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