Library question re Machine Learning and Pattern Recognition for Algorithmic Forex and Stock Trading
Hi, Having looked through the video series "Machine Learning and Pattern Recognition for Algorithmic Forex and Stock Trading" I was wondering if you could possibly point me to any particular pre-existing library/module that does the work of the pattern recognition aspect of the code? Thanks.
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Look into Scikit-Learn
-Harrison 8 years ago
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Thanks for the reply! Can you tell me which specific function would be most analogous to the method used here? I had gone through one of the other great ML intro series with Scikit-Learn on this site, but this pattern matching doesn't seem to be covered - I'm more than happy to do some research once I know where to start - I got hold of a book on statistical pattern recognition, but it's a bit over my head right now!
-roger 8 years ago
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There's nothing that I know of that matches the algo we used in the pattern rec series, but there are far more robust algorithms you could use, just treat % change as a feature and use regression or something of that sort to start.
-Harrison 8 years ago
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