# 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
```

I am also using the wonderful
[mplfinance](https://github.com/matplotlib/mplfinance). You can install
mplfinance via pip and find the tutorial
[here](https://github.com/matplotlib/mplfinance#tutorials).

```
pip install mplfinance --user
```

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 zips/*.zip -d ./
```

# Reports

- [Report 1](./martingale/martingale.md)
- [Report 2](./optimize_something/readme.md)
- [Report 3](#)