 Felix Martin
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f5e91eba0a
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Add template for project 8
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2020-10-15 16:46:50 -04:00 |
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Felix Martin
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cefc6f7893
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Add files for qlearning assignment
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2020-10-15 16:44:21 -04:00 |
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Felix Martin
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6a9e762012
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Fix picture link in project 6 report
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2020-10-15 13:11:40 -04:00 |
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Felix Martin
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66ffe6d11b
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Add figures to report to finish project 6
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2020-10-15 13:09:57 -04:00 |
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Felix Martin
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9464943f75
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Implment remaining indicators and add figures
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2020-10-15 13:05:46 -04:00 |
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Felix Martin
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5ac3d46c1f
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Implement SMA, price/SMA, and bollinger band
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2020-10-13 20:46:56 -04:00 |
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Felix Martin
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3e12fda047
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Add figure
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2020-10-13 19:50:43 -04:00 |
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Felix Martin
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828160fc82
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Add report links to main readme
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2020-10-13 19:47:05 -04:00 |
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Felix Martin
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7481b2d6cc
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Document optimal strategy for project 6
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2020-10-13 19:40:43 -04:00 |
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Felix Martin
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f53f6a4d40
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Implement theoretical optimal strategy and evaluate
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2020-10-12 20:37:53 -04:00 |
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Felix Martin
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61bc03e230
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Change marketsim to support orders dataframe as input
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2020-10-12 20:07:05 -04:00 |
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Felix Martin
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5a24622410
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Start to implement testPolicy
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2020-10-12 17:38:20 -04:00 |
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Felix Martin
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d66b350390
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Create template for project 6
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2020-10-10 10:00:05 -04:00 |
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Felix Martin
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cb9ae77ddc
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Finish project 5 marketsim successfully
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2020-10-10 09:48:08 -04:00 |
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Felix Martin
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cb72af1781
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Implement marketsim without commission and impact
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2020-10-09 10:39:17 -04:00 |
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Felix Martin
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117d97b8e9
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Parse orders and extract information (start/end date and symbols)
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2020-10-08 21:28:12 -04:00 |
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Felix Martin
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0429c497c7
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Make zip naming consistent and start marketsim project
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2020-10-08 20:24:49 -04:00 |
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Felix Martin
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4e2a7a8e77
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Add marketsim zip
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2020-10-08 20:21:38 -04:00 |
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Felix Martin
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d0c40f9af5
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Finish project 4
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2020-10-05 20:01:29 -04:00 |
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Felix Martin
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381670705b
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Change best for LinReg to return optimal data
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2020-10-05 17:27:09 -04:00 |
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Felix Martin
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a662e302db
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Add my DT Learner to defeat_learners assignment
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2020-10-05 12:49:58 -04:00 |
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Felix Martin
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db537d7043
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Start working on defeat learners assignment.
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2020-09-27 16:22:16 -04:00 |
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Felix Martin
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8ee47c9a1d
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Finish report for project 3.
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2020-09-26 10:52:05 -04:00 |
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Felix Martin
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3ef06ccc96
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Create charts for project 3 report.
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2020-09-26 10:29:53 -04:00 |
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Felix Martin
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bd19b4fb18
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Resolve split_value issue in DTLearner and pass all tests.
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2020-09-25 10:27:15 -04:00 |
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Felix Martin
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7007bc7514
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Fix DTLearner. The issue was that I took the lenght of the wrong tree (right instead of left) for the root. Also avoid code duplication via abstract tree learner class because why not.
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2020-09-24 22:15:41 -04:00 |
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Felix Martin
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3f2d2f4df3
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Finish all learners, but they don't pass tests. I have to figure out why they perform so bad.
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2020-09-24 17:32:29 -04:00 |
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Felix Martin
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51b2c9ceb0
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Finish first version of DTLearner. Needs testing.
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2020-09-23 16:15:22 -04:00 |
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Felix Martin
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f823029a50
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Continue work on project 3.
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2020-09-22 17:01:07 -04:00 |
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Felix Martin
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9697add7a6
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Start working on project assess learners.
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2020-09-21 22:15:46 -04:00 |
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Felix Martin
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927c5eb9de
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Finish project 2.
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2020-09-07 21:24:45 -04:00 |
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Felix Martin
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a7e17c6059
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Start with optimize something exercise. Also add a playground for testing candlestick plotting via mplfinance.
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2020-08-28 22:36:43 -04:00 |
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Felix Martin
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a11cc99a88
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Fix mistake in previous solution and finish report for project 1.
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2020-08-07 15:55:12 -04:00 |
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Felix Martin
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27675adf59
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Remove zips into subdirectory and test readme link to report.
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2020-08-07 14:06:07 -04:00 |
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Felix Martin
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63fe29e781
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Finish project 1 coding.
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2020-08-06 18:49:49 -04:00 |
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Felix Martin
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f1443f7c57
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Start with first project.
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2020-08-05 20:10:38 -04:00 |
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Felix Martin
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a5514d5775
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Add readme and license.
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2020-08-05 17:05:32 -04:00 |