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Temporal Clustering Times on Forex Majors Pairs
In the following code box there are the results from the temporal clustering routine of my last few posts on the four forex majors pairs of ...
Judging the Quality of Indicators.
In my previous post I said I was trying to develop new indicators from the results of my new PositionBook optimisation routine. In doing so...
Temporal Clustering on Real Prices
Having now had time to run the code shown in my previous post, Temporal Clustering, part 3 , in this post I want to show the results on rea...
Temporal Clustering on Real Prices, Part 2
Below are some more out of sample plots for the Temporal Clustering solutions of the EUR_USD forex pair for the week just gone. The details ...
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 ...
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