Felix Martin
0519ae9336
I struggled with the manual strategy, mostly because I tried to read good triggers from the price action charts. Finally, I had the ingenious (hmm) idea to scatter plot the 1, 3, and 5 day percentage returns over different indicators. I can also use this information to train my Q learner.
ML4T
This is my solution to the ML4T course exercises. The main page for the course is here. The page contains a link to the assignments. There are eight projects in total. The summer 2020 page is here.
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 mplfinance to plot candlestick-charts. You can install mplfinance via pip and find the tutorial here.
pip install mplfinance --user
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.
unzip -n zips/*.zip -d ./