# 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).
There are eight projects in total.

To set up the environment I have installed the following packages on my Linux
Manjaro based system.

```
sudo pacman -S python-pandas --asdeps python-pandas-datareader python-numexpr \
               python-bottleneck python-jinja python-scipy python-matplotlib  \
               python-numpy
```

Use unzip with the `-n` flag to extract the archives for the different
exercises. This makes sure that you do not override any of the existing files. I
might add a makefile to automize this later.

```
unzip -n 20Spring_martingale.zip
```

[Here](https://pythonprogramming.net/candlestick-ohlc-graph-matplotlib-tutorial/)
is a tutorial for how to plot candlestick data. Will come in handy later.