MetaTrader: Learning to Generalize RL Trading Policies Beyond Offline Data

Haochen Yuan; Minting Pan; Yunbo Wang; Siyu Gao; Xiaokang Yang

AAAI 2026technical0 citations

MetaTrader: Learning to Generalize RL Trading Policies Beyond Offline Data

Haochen Yuan, Minting Pan, Yunbo Wang, Siyu Gao, Xiaokang Yang

Abstract

Reinforcement learning (RL) has shown significant promise in sequential portfolio optimization. A typical solution involves optimizing cumulative returns using historical offline data. However, it may produce less generalizable policies that merely

BibTeX

@inproceedings{aaai2026_metatraderlearni,
  title = {MetaTrader: Learning to Generalize RL Trading Policies Beyond Offline Data},
  author = {Haochen Yuan and Minting Pan and Yunbo Wang and Siyu Gao and Xiaokang Yang},
  booktitle = {AAAI 2026},
  year = {2026}
}