Enhanced Trading Systems with Intelligent Market Analysis

Vedanth Padmaraman, Shreen Anand, Vamshi Vishruth J, Vineet V Pai, Arvind Srinath K. T +2

This paper proposes a hybrid reinforcement learning trading framework integrating intraday market data with transformer-based financial sentiment signals. The system extracts sentiment dynamics and semantic event clusters from financial news and incorporates them into a PPO-based trading agent. Experiments on intraday NSE data demonstrate improved risk-adjusted returns compared to price-only baselines.