Jakub Polec (@jakubpolec) 's Twitter Profile
Jakub Polec

@jakubpolec

Building Profitable Algo Strategies | Quantitative Researcher & Dev | Financial Data Scientist | ML Investing | Sharing Code for Algorithmic Systems | PhD

ID: 1627222240180699138

linkhttps://quantjourney.substack.com/ calendar_today19-02-2023 08:23:24

2,2K Tweet

1,1K Followers

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Jakub Polec (@jakubpolec) 's Twitter Profile Photo
Jakub Polec
@jakubpolec

3 months ago

Sadighian (2023) developed a multi-level Deep Q-Network (M-DQN) that integrated historical Bitcoin prices with Twitter sentiment data, reported Sharpe Ratio of 2.74 and a return on investment (ROI) of 29.93%