Data Analysis on financial markets
Data Analysis on financial markets
I have worked on full automation in trading: collecting data, finding relevant factors, making portfolio and the execution
Model Architecture
Visualize the correlation between typical technical indicators for the tickers registered in S&P 500
The learning curve of some machine learning classifier (close / open > 1 or the other) with using these technical indicators as features.
I have used more sophisticated machine learning architecture for my system trading: here is the cumulative return compared to ETF (SPY)