https://github.com/hayatoy/ml-forex-prediction

Predicting Forex Future Price with Machine Learning
https://github.com/hayatoy/ml-forex-prediction

forex-prediction machine-learning ml python scikit-learn

Last synced: 5 days ago
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Predicting Forex Future Price with Machine Learning

• Host: GitHub
• URL: https://github.com/hayatoy/ml-forex-prediction
• Owner: hayatoy
• License: mit
• Created: 2017-02-13T12:27:11.000Z (almost 8 years ago)
• Default Branch: master
• Last Pushed: 2023-10-17T19:37:47.000Z (about 1 year ago)
• Last Synced: 2024-12-30T18:17:10.387Z (12 days ago)
• Topics: forex-prediction, machine-learning, ml, python, scikit-learn
• Language: Jupyter Notebook
• Size: 153 KB
• Stars: 280
• Watchers: 21
• Forks: 115
• Open Issues: 8
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Predicting Financial Time Series Data with Machine Learning

This is an example that predicts future prices from past price movements. Here we implement it with EUR/USD rate as an example, and you can also predict stock prices by changing symbol.

## Backtest example for EUR/USD

Using daily close prices from 2008 to 2016, first 95% for training and last 5% for testing. Green and red vertical lines represent winning trade and losing trade respectively.

![Equity](equity.png)

## Installation

To run this demo, you need following environment and libraries.

- Python 2.7 (not tested on 3.x)

- Jupyter Notebook

- Scikit-learn

- numpy

- pandas

- matplotlib

- seaborn

**Note:**  You may need extra libraries to install above.

## License

MIT License, Copyright (c) 2017