Market Classifier

8 April 202231 August 2024Bayesian Optimisation, Data, Feature extraction, intraday forex, Machine Learning, Market Classifier, Neural nets, Oanda, Octave

Simple Machine Learning Models on OrderBook/PositionBook Features

This post is about using OrderBook/PositionBook features as input to simple machine learning models after previous investigation into the relevance of such […]

16 September 2019Delay Embedding, Market Classifier, Monte Carlo, Octave, Synthetic Data

The Ideal Tau for Time Series Embedding?

In my Preliminary Test Results of Time Series Embedding post I got a bit ahead of myself and mistakenly quoted the ideal […]

11 December 2017Market Classifier, Octave

Time Warp Edit Distance

Part of my normal routine is to indulge in online research for use useful ideas, and I recently came across An Empirical […]