---
title: Deep Reinforcement Learning: Policy Gradients for US Equities Trading
url: https://www.ml-quant.com/papers/ssrn/4645453/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4645453
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4645453
featured: 2023-12-06
citations: 1
topic: Trading, Microstructure & Execution
---


# Deep Reinforcement Learning: Policy Gradients for US Equities Trading

The study shows that Deep Reinforcement Learning can effectively interpret synthetic alpha signals in financial trading, outperforming the market benchmark.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4645453
- Identifier: SSRN 4645453
- Released: 2023-11-27
- First featured: Quant Letter No. 28 (2023-12-06): https://www.ml-quant.com/issues/2023-12-06/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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