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.

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 zips/20Spring_martingale.zip -d ./

Here is a tutorial for how to plot candlestick data. Will come in handy later.

Reports

Let's test if I can reference the reports from here:

Report 1