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)
Lab (operation)
- Get data from truefx.com
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Answer
- Transform some data into features
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Answer
- Learn from the features
- Generate predictions
- Report effectiveness of predictions
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Answers
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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
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Build an app which:
- Convinces me that you have effective models
- Issues timely predictions from real-time prices
Lab (Pandas Staged Rollup)