Current Pattern: Machine Learning for Algorithmic Trading in Forex and Stocks | Forex
Information | Currency | Markets | Fx | Video | Assets | Lesson | Trading
In this video, we are are locating the latest pattern, in order to compare it to the previous ones for pattern recognition. Welcome to the Machine Learning for Forex and Stock analysis and algorithmic trading tutorial series. In this series, you will be taught how to apply machine learning and pattern recognition principles to the field of stocks and forex. This is especially useful for people interested in quantitative analysis and algo or high frequency trading. Even if you are not, the series will still be of great use to anyone interested in learning about machine learning and automatic pattern recognition, through a hands-on tutorial series. Sentdex.com Facebook.com/sentdex Twitter.com/sentdex
Comments
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thank you for posting this. I've been teaching myself neutral nets and genetic algorithms for equity analysis and this is very helpful.
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I believe there is a mistake in the patternRecognition function. The index used with the avgLine array is set to -11 in all calls to percentChange. Instead, it should range from -11 to -2, correct?
As it is coded, we are calculating percent change from the first day in the pattern range (-11) to another day in the pattern range which is incorrect. We should be calculating percent change between each day and its previous day. Please clarify if a correction needs to be made.
Edit: It looks like my observation is correct as the code is changed in later videos in this series. -
Hi sentdex,
Great tutorials! Just wondering when you calculate cp1, cp2, cp3, ... and the subsequent percentage change between avgLine[-11] and avgLine[-10] ect..., the array loops around itself. Doesn't that mean if you are using the starting point i.e. avgLine[0] then the data avgLine[-11], avgLine[-10], ... represents data at the end of the day and not data prior to this point of time (since we are tabulating data for just 1 day)? Hope this questions makes sense. -
Personally, I am more of a fundamental investor myself. I just enjoy programming and machine learning. This whole series here doesn't use sentiment analysis at all. For my website, that is pure sentiment, and that is my main focus in business. As for books, I don't know. Quant traders are an elusive bunch. The ones that make money don't talk much about how they do it. The way I personally learn is to be like a sponge and absorb all i can, mostly from online documents. Best wishes!
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hi your work in really great! i love markets and i know some python and machine learning,but i cant find any book that teach me what you do. can you show me the road map,books or what ever i need to know about market prediction? do you use any time series analysis or just sentiment analysis? anyway tnx for what u do here!