I'm trying to apply reinforcement learning as a trading strategy. I have a problem with the environment. After some try and error, we realize that it's a multi-agent environment (very obvious now) and the single-agent approach (where only an action performed by my agent will change the environment) will not work (I'm not sure of this too) cause more agents are changing the price and status of a giving stock.
Which kind of reinforcement learning should I apply? It is necessary a multi-agent approach?