Datasets:

ResearchRL
/

diffquant-data

Tasks:

Time Series Forecasting

Languages:

Size:

ArXiv:

Tags:

License:

Dataset card Files Files and versions

ResearchRL commited on 1 day ago

Commit

d081cfa

·

verified ·

1 Parent(s): 06628a6

Update README.md

Files changed (1) hide show

README.md +1 -1

README.md CHANGED Viewed

@@ -303,7 +303,7 @@ transaction costs and slippage accounted for in every gradient update.
 <p>
 <strong>Research article (English · Medium):</strong><br>
-<a href="article scheduled for release">DiffQuant: Closing the Proxy Gap — Direct Sharpe Optimisation for Algorithmic Trading</a>
 </p>
 <p>
 <strong>Статья (Русский · Habr):</strong><br>

 <p>
 <strong>Research article (English · Medium):</strong><br>
+<a href="https://medium.com/@YuriKolesnikovAI/diffquant-end-to-end-sharpe-optimization-through-a-differentiable-trading-simulator-a64d428f0fd4">DiffQuant: End-to-End Sharpe Optimization Through a Differentiable Trading Simulator</a>
 </p>
 <p>
 <strong>Статья (Русский · Habr):</strong><br>