Brevan Howard Trading Competition

• Dema Ushchapovskyy

• August 2019 - September, 2019

Algorithmic trading competition with a the goal of optimizing a portfolio of 6 assets utilising event driven trading.

Built environments, environment wrappers and reinforcement learning algorithms from the bottom up. Programmed implementations of algorithms such as DDPG and rank based Prioritized Experience Replay. Learned RL libraries such as stable-baselines and ray to speed up prototyping.

Final Place: 1st.