2020-08-05 23:05:32 +02:00
|
|
|
# ML4T
|
|
|
|
|
|
|
|
This is my solution to the ML4T course exercises. The main page for the course
|
|
|
|
is [here](http://quantsoftware.gatech.edu/Machine_Learning_for_Trading_Course).
|
|
|
|
The page contains a link to the
|
|
|
|
[assignments](http://quantsoftware.gatech.edu/CS7646_Spring_2020#Projects:_73.25).
|
2020-09-22 23:01:07 +02:00
|
|
|
There are eight projects in total. The summer 2020 page is
|
|
|
|
[here](http://lucylabs.gatech.edu/ml4t/summer2020/).
|
2020-08-05 23:05:32 +02:00
|
|
|
|
2020-08-06 02:10:38 +02:00
|
|
|
To set up the environment I have installed the following packages on my Linux
|
|
|
|
Manjaro based system.
|
2020-08-05 23:05:32 +02:00
|
|
|
|
2020-08-06 02:10:38 +02:00
|
|
|
```
|
|
|
|
sudo pacman -S python-pandas --asdeps python-pandas-datareader python-numexpr \
|
|
|
|
python-bottleneck python-jinja python-scipy python-matplotlib \
|
|
|
|
python-numpy
|
|
|
|
```
|
|
|
|
|
2020-09-22 23:01:07 +02:00
|
|
|
I am also using [mplfinance](https://github.com/matplotlib/mplfinance) to plot
|
|
|
|
candlestick-charts. You can install mplfinance via pip and find the tutorial
|
2020-08-29 04:36:43 +02:00
|
|
|
[here](https://github.com/matplotlib/mplfinance#tutorials).
|
|
|
|
|
|
|
|
```
|
|
|
|
pip install mplfinance --user
|
|
|
|
```
|
|
|
|
|
2020-09-22 23:01:07 +02:00
|
|
|
I have included the archived version of the exercise. To extract them run the
|
|
|
|
following command. The `-n` flag makes unzip never overwrite existing files.
|
2020-08-06 02:10:38 +02:00
|
|
|
|
|
|
|
```
|
2020-09-22 04:15:46 +02:00
|
|
|
unzip -n zips/*.zip -d ./
|
2020-08-06 02:10:38 +02:00
|
|
|
```
|
2020-08-05 23:05:32 +02:00
|
|
|
|
2020-08-07 20:06:07 +02:00
|
|
|
# Reports
|
|
|
|
|
2020-08-29 04:36:43 +02:00
|
|
|
- [Report 1](./martingale/martingale.md)
|
2020-09-26 16:52:05 +02:00
|
|
|
- [Report 2](./optimize_something/optimize_something.md)
|
|
|
|
- [Report 3](./assess_learners/assess_learners.md)
|
2020-10-14 01:47:05 +02:00
|
|
|
- No reports for projects 4 (defeat learners) and 5 (marketsim)
|
|
|
|
- [Report 6](./manual_strategy/manual_strategy.md)
|
2020-10-18 20:48:15 +02:00
|
|
|
- No report for project 7
|
2020-11-10 18:41:50 +01:00
|
|
|
- [Report 8](./strategy_evaluation/strategy_evaluation.md)
|
2020-08-07 20:06:07 +02:00
|
|
|
|