Predicting Market Movements with Machine Learning

Programming, Python, Python for Algorithmic TradingLeave a comment

Using Linear Regression for Market Movement Prediction Using logistic regression to predict market direction Without considering transaction costs Consider the same strategy applied to the GDX ETF, for which an out-of-sample outperformance (over the year 2018) Taking transaction costs into account Using deep learning for market movement prediction The simple classification problem revisited “MLP” stands…

Part 1 Machine Learning for Trading – From Idea to Execution

Machine Learning, Other Python Notes, PythonLeave a comment

Algorithms are a sequence of steps or rules designed to achieve a goal. They can take many forms and facilitate optimisation throughout the investment process, from idea generation to asset allocation, trade execution, and risk management. Machine Learning (ML) involves algorithms that learn rules or patterns from data to achieve a goal such as minimising…