SIGNATURE WORK
CONFERENCE & EXHIBITION 2022

Everyone wants their wealth to upgrade. This research is about portfolio diversification and deep learning trading into both the stock and cryptocurrency market to achieve a 205% annual return.

Ever since the start of the 21st century, asset and wealth management had become an indispensable tool. It is a comprehensive business strategy employing people, information, and technology to effectively and efficiently allocate available funds amongst valued and competing asset needs. One of the most popular means for people to achieve upgrades in personal wealth is to invest in stocks and funds.

Two decades later, with the boom of data science and the expansion of digital markets, investors start to add cryptocurrencies to their portfolios. With this need, this research aims to build a portfolio that invests across the stock market and the digital market to achieve fine returns.
 
To put forward the application of deep reinforcement learning in financial markets, different parties have made a joint effort to the open-source libraries of trading in deep learning. For example, FinRL is one of the first open-source unified frameworks for various finance tasks across various markets (portfolio allocation, cryptocurrency trading, high-frequency trading).