felixm
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  • Joined on 2020-07-10
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felixm pushed to master at felixm/ML4T 2020-10-28 00:58:02 +01:00
4679910374 Implement first version of manual strategy
1798e9569e Make marketsim support buying and selling via sign of shares
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felixm pushed to master at felixm/ML4T 2020-10-27 02:44:39 +01:00
85a9c4fcb3 Start working on strategy evaluation
felixm pushed to master at felixm/ML4T 2020-10-19 14:55:35 +02:00
d112dce5f5 Implement dyna-q to finish project 7
22022c3780 Update readme for project 7
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felixm pushed to master at felixm/ML4T 2020-10-18 20:43:43 +02:00
d5aa22e9dd Implement Q learner
felixm pushed to master at felixm/ML4T 2020-10-15 22:46:57 +02:00
f5e91eba0a Add template for project 8
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
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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
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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
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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
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