Engineering notes on building an RL trading system
An anonymous journal on building a reinforcement-learning trading system for crypto markets — about method, infrastructure, and honest failures. No signals, no returns, not investment advice.
Early stopping is supposed to save you from burning compute on a model that's finished learning. For a long stretch, it was the thing burning my compute — by killing good agents be…
2026-06-11 · Building a Trading RL SystemThe first trading bot I ever shipped to a live account lost almost everything. Win rate: 25%. Maximum drawdown: 99.99%. It did not blow up because the market was cruel. It blew up…
2026-06-10 · Building a Trading RL System