felixm
0 Followers · 0 Following
  • Joined on 2020-07-10
Repositories
29
 Projects Packages Public Activity Starred Repositories
felixm pushed to master at felixm/ML4T 2020-10-15 22:44:43 +02:00
cefc6f7893 Add files for qlearning assignment
felixm pushed to master at felixm/ML4T 2020-10-15 19:11:46 +02:00
6a9e762012 Fix picture link in project 6 report
felixm pushed to master at felixm/ML4T 2020-10-15 19:10:37 +02:00
66ffe6d11b Add figures to report to finish project 6
9464943f75 Implment remaining indicators and add figures
Compare 2 commits »
felixm pushed to master at felixm/ML4T 2020-10-14 02:47:10 +02:00
5ac3d46c1f Implement SMA, price/SMA, and bollinger band
felixm pushed to master at felixm/ML4T 2020-10-14 01:50:54 +02:00
3e12fda047 Add figure
felixm pushed to master at felixm/ML4T 2020-10-14 01:47:12 +02:00
828160fc82 Add report links to main readme
felixm pushed to master at felixm/ML4T 2020-10-14 01:41:27 +02:00
7481b2d6cc Document optimal strategy for project 6
felixm pushed to master at felixm/ML4T 2020-10-13 02:38:16 +02:00
f53f6a4d40 Implement theoretical optimal strategy and evaluate
61bc03e230 Change marketsim to support orders dataframe as input
Compare 2 commits »
felixm pushed to master at felixm/ML4T 2020-10-12 23:38:50 +02:00
5a24622410 Start to implement testPolicy
felixm pushed to master at felixm/ML4T 2020-10-10 16:00:14 +02:00
d66b350390 Create template for project 6
felixm pushed to master at felixm/ML4T 2020-10-10 15:48:29 +02:00
cb9ae77ddc Finish project 5 marketsim successfully
felixm pushed to master at felixm/ML4T 2020-10-09 16:39:44 +02:00
cb72af1781 Implement marketsim without commission and impact
felixm pushed to master at felixm/ML4T 2020-10-09 03:28:52 +02:00
117d97b8e9 Parse orders and extract information (start/end date and symbols)
0429c497c7 Make zip naming consistent and start marketsim project
4e2a7a8e77 Add marketsim zip
Compare 3 commits »
felixm pushed to master at felixm/ML4T 2020-10-06 02:01:48 +02:00
d0c40f9af5 Finish project 4
felixm pushed to master at felixm/ML4T 2020-10-05 23:27:37 +02:00
381670705b Change best for LinReg to return optimal data
a662e302db Add my DT Learner to defeat_learners assignment
Compare 2 commits »
felixm pushed to master at felixm/ML4T 2020-09-27 22:22:49 +02:00
db537d7043 Start working on defeat learners assignment.
felixm pushed to master at felixm/ML4T 2020-09-26 16:52:36 +02:00
8ee47c9a1d Finish report for project 3.
3ef06ccc96 Create charts for project 3 report.
Compare 2 commits »
felixm pushed to master at felixm/ML4T 2020-09-25 16:27:39 +02:00
bd19b4fb18 Resolve split_value issue in DTLearner and pass all tests.
felixm pushed to master at felixm/ML4T 2020-09-25 04:16:54 +02:00
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 pushed to master at felixm/ML4T 2020-09-24 23:33:02 +02:00
3f2d2f4df3 Finish all learners, but they don't pass tests. I have to figure out why they perform so bad.