https://github.com/jimp315/machine-learning-trading
Unit 15 Machine Learning Algos homework
https://github.com/jimp315/machine-learning-trading
adaboost algotrade algotrading-machine-learning random-forest-classifier
Last synced: about 1 month ago
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Unit 15 Machine Learning Algos homework
- Host: GitHub
- URL: https://github.com/jimp315/machine-learning-trading
- Owner: JimP315
- Created: 2022-05-24T07:59:21.000Z (about 4 years ago)
- Default Branch: main
- Last Pushed: 2022-05-31T07:33:18.000Z (about 4 years ago)
- Last Synced: 2025-03-11T19:38:38.568Z (about 1 year ago)
- Topics: adaboost, algotrade, algotrading-machine-learning, random-forest-classifier
- Language: Jupyter Notebook
- Homepage:
- Size: 269 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
* For the Baseline trading algorithm, will also test with 6month and 9 month offsets, and record results
* When I ran the Dataoffset longer, ie 6 months and then 12 months, the results were that accuracy improved over 6 months, and also recall for the buy signal, went from 90 to 97. Compare this to the 12 months offset and accuracy was also similar at 53%, however the recall continued to rise
* Further increasing the offset for testing the base line meant that the Random Forest classifier had better outcomes then ADA boost as the offset was extended.