Creating a Machine Learning Trading Bot: The goal of of this project is to enhance existing trading signals with machine learning algorithms that can adapt to new data.
We used the following libraries in our notebook:
-
Pandas
-
NumPy
-
hvPlot
-
Matplotlib
-
scikit-learn
The data used to create the models and evaluations is located in the 'Resources' folder of this repository.
What impact resulted from increasing or decreasing the training window?
- You can see that by incerasing the trainging window we increased the accruracy of the model.
What impact resulted from increasing or decreasing either or both of the SMA windows?
- The accuracy of the model went down when the short window SMA was increased to 30 days from 4 days
Did this new model perform better or worse than the provided baseline model?
- This model performed worse than the baseline model.
Did this new model perform better or worse than your tuned trading algorithm?
- This model also performed worse than the tuned trading algorithm.
G. Cale McDowell







