felixm/ML4T
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  • e577ce34d2 Add support for trading view data master felixm 2021-06-20 15:04:30 -04:00
  • 71f9b58803 Add util because I cannot remember why I would ignore it felixm 2021-06-19 09:47:35 -04:00
  • 0af5a9885d Add project 8 report to readme felixm 2020-11-10 12:41:50 -05:00
  • 063d9a75ae Finish project 8 and course! felixm 2020-11-10 12:33:42 -05:00
  • 6e1f70bcba Improve QLearner so that commission is considered felixm 2020-11-10 11:01:21 -05:00
  • 761a0366e4 Finish first version of Q trader felixm 2020-11-09 15:07:52 -05:00
  • 169dd8278d Implement binning and state calculation felixm 2020-11-07 12:39:37 -05:00
  • 889bcf68ca Finish experiment 1 and start with Q trader felixm 2020-11-05 14:34:48 -05:00
  • 5fbbc26929 Update StrategyLearner to pass tests felixm 2020-11-04 17:32:02 -05:00
  • 10d87aefd3 Add tree learners to strategy evaluation directory felixm 2020-11-04 15:15:24 -05:00
  • 05db89e8c2 Implement first version of strategy learner felixm 2020-11-04 15:14:27 -05:00
  • c40ffcf84b Show both MACD and indicator strat on figure felixm 2020-11-04 09:23:42 -05:00
  • 0519ae9336 Finish manual strategy for project 8 felixm 2020-11-03 19:05:43 -05:00
  • 43e297c075 Change indicators to return their results and work on three indicator strat felixm 2020-11-02 09:10:01 -05:00
  • 4679910374 Implement first version of manual strategy felixm 2020-10-27 19:57:46 -04:00
  • 1798e9569e Make marketsim support buying and selling via sign of shares felixm 2020-10-27 19:53:55 -04:00
  • 85a9c4fcb3 Start working on strategy evaluation felixm 2020-10-26 21:44:18 -04:00
  • d112dce5f5 Implement dyna-q to finish project 7 felixm 2020-10-19 08:56:24 -04:00
  • 22022c3780 Update readme for project 7 felixm 2020-10-18 14:48:15 -04:00
  • d5aa22e9dd Implement Q learner felixm 2020-10-18 14:44:32 -04:00
  • f5e91eba0a Add template for project 8 felixm 2020-10-15 16:46:50 -04:00
  • cefc6f7893 Add files for qlearning assignment felixm 2020-10-15 16:44:21 -04:00
  • 6a9e762012 Fix picture link in project 6 report felixm 2020-10-15 13:11:40 -04:00
  • 66ffe6d11b Add figures to report to finish project 6 felixm 2020-10-15 13:09:57 -04:00
  • 9464943f75 Implment remaining indicators and add figures felixm 2020-10-15 13:05:46 -04:00
  • 5ac3d46c1f Implement SMA, price/SMA, and bollinger band felixm 2020-10-13 20:46:56 -04:00
  • 3e12fda047 Add figure felixm 2020-10-13 19:50:43 -04:00
  • 828160fc82 Add report links to main readme felixm 2020-10-13 19:47:05 -04:00
  • 7481b2d6cc Document optimal strategy for project 6 felixm 2020-10-13 19:40:43 -04:00
  • f53f6a4d40 Implement theoretical optimal strategy and evaluate felixm 2020-10-12 20:37:53 -04:00
  • 61bc03e230 Change marketsim to support orders dataframe as input felixm 2020-10-12 20:07:05 -04:00
  • 5a24622410 Start to implement testPolicy felixm 2020-10-12 17:38:20 -04:00
  • d66b350390 Create template for project 6 felixm 2020-10-10 10:00:05 -04:00
  • cb9ae77ddc Finish project 5 marketsim successfully felixm 2020-10-10 09:48:08 -04:00
  • cb72af1781 Implement marketsim without commission and impact felixm 2020-10-09 10:39:17 -04:00
  • 117d97b8e9 Parse orders and extract information (start/end date and symbols) felixm 2020-10-08 21:28:12 -04:00
  • 0429c497c7 Make zip naming consistent and start marketsim project felixm 2020-10-08 20:24:49 -04:00
  • 4e2a7a8e77 Add marketsim zip felixm 2020-10-08 20:21:38 -04:00
  • d0c40f9af5 Finish project 4 felixm 2020-10-05 20:01:29 -04:00
  • 381670705b Change best for LinReg to return optimal data felixm 2020-10-05 17:27:09 -04:00
  • a662e302db Add my DT Learner to defeat_learners assignment felixm 2020-10-05 12:49:58 -04:00
  • db537d7043 Start working on defeat learners assignment. felixm 2020-09-27 16:22:16 -04:00
  • 8ee47c9a1d Finish report for project 3. felixm 2020-09-26 10:52:05 -04:00
  • 3ef06ccc96 Create charts for project 3 report. felixm 2020-09-26 10:29:53 -04:00
  • bd19b4fb18 Resolve split_value issue in DTLearner and pass all tests. felixm 2020-09-25 10:27:15 -04:00
  • 7007bc7514 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. felixm 2020-09-24 22:15:41 -04:00
  • 3f2d2f4df3 Finish all learners, but they don't pass tests. I have to figure out why they perform so bad. felixm 2020-09-24 17:32:29 -04:00
  • 51b2c9ceb0 Finish first version of DTLearner. Needs testing. felixm 2020-09-23 16:15:22 -04:00
  • f823029a50 Continue work on project 3. felixm 2020-09-22 17:01:07 -04:00
  • 9697add7a6 Start working on project assess learners. felixm 2020-09-21 22:15:46 -04:00
  • 927c5eb9de Finish project 2. felixm 2020-09-07 21:24:45 -04:00
  • a7e17c6059 Start with optimize something exercise. Also add a playground for testing candlestick plotting via mplfinance. felixm 2020-08-28 22:36:43 -04:00
  • a11cc99a88 Fix mistake in previous solution and finish report for project 1. felixm 2020-08-07 15:55:12 -04:00
  • 27675adf59 Remove zips into subdirectory and test readme link to report. felixm 2020-08-07 14:06:07 -04:00
  • 63fe29e781 Finish project 1 coding. felixm 2020-08-06 18:49:49 -04:00
  • f1443f7c57 Start with first project. felixm 2020-08-05 20:10:38 -04:00
  • a5514d5775 Add readme and license. felixm 2020-08-05 17:05:32 -04:00