Moira parameterizes hierarchical RL policies for pair trading with LLMs and adapts them via prompt updates based on trajectory and episode feedback, outperforming baselines on real market data.
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HRT is a bi-level RL framework with a sparse high-level controller for asset direction selection from signals and a risk-aware low-level controller for weight adjustments, reporting Sharpe 1.24 and turnover 0.090 on 2020-2023 Nasdaq data.
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Moira: Language-driven Hierarchical Reinforcement Learning for Pair Trading
Moira parameterizes hierarchical RL policies for pair trading with LLMs and adapts them via prompt updates based on trajectory and episode feedback, outperforming baselines on real market data.
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Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
HRT is a bi-level RL framework with a sparse high-level controller for asset direction selection from signals and a risk-aware low-level controller for weight adjustments, reporting Sharpe 1.24 and turnover 0.090 on 2020-2023 Nasdaq data.