Class08

In Class08 we Machine Learn Forex Data

Topics:

• Forex Market
• Forex Data
• Forex Predictions
• Product Management of Forex Prediction Site

Questions:

• What is Forex?
• Where to get Forex Data?
• What does Forex Data look like?
• How to get features from Forex Data?
• How to get predictions from Forex features?
• Who might be interested in Forex predictions?

Lab (Setup)

• Update Ubuntu
• Answer
• Enhance Ubuntu
• Answer
• If above update or enhancement fail, work-around failure with this download:
• ub16_2018_0206.ova (Ubuntu 16.04 VirtualBox Instance 13 GB):
• https://drive.google.com/file/d/10p1W7kqzxE69jODhUzcb-qi-osN4htO-
• Create Linux Account: fx1
• Answer
• Install Ruby in ~fx1/.rbenv
• Answer
• Install chromedriver in /home/fx1/bin/chromedriver
• Answer
• clone https://github.com/danbikle/ml4us
• Answer
• Run bundle install in ~fx1/ml4us/
• Answer
• Get account at truefx.com
• Answer
• Enhance ~fx1/ml4us/spec/features/truefx_spec.rb
• Answer

Lab (operation)

• Get data from truefx.com
• Answer
• Transform some data into features
• Answer
• Learn from the features
• Generate predictions
• Report effectiveness of predictions
• Answers
• Enhance the above scripts:
  • Backtest more pairs (AUD/USD, GBP/USD, USD/CAD, USD/JPY)
  • Backtest more Year/Month Combinations
• Figure out a way to get real-time prices
• Build an app which:
  • Convinces me that you have effective models
  • Issues timely predictions from real-time prices

Lab (Pandas Staged Rollup)

• Study this repository:
• https://github.com/danbikle/rollup
• Clone it to the right place
• Answer
• Describe why this repo is useful
• Answer
• Operate the scripts in the above repo
• Answer