This post is based “Machine Learning on Quantopian" by Thomas Wiecki and l also presented this modification of Thomas' notebook that uses previous returns as decision variables and a Gaussian Naive Bayes predictor instead of the Ada Boost classifier. This post is also related to the "Naive Bayes High Low Return Prediction Algorithm" post.
Analysis of a Naive Bayes High Low Return Predictor using Previous Returns based on Thomas Wiecki's Post
Hi German,
Thank you for sharing this notebook and associated strategy! I look forward to going through them both in detail.
If you ever consider offering an online course on this I'd be interested in attending it. :)
Joakim
Hi Joakim,
Thanks for the answer. The intente was to have a very kind of ML Simple Mean Reversion algorithm using Naive Bayes simplest classification/prediction, I hope to hear from you once you go through both in detail.
I am publishing all the materials form my class in this link ML. I will very happy video conf with you when the students present their machine learning based trading algorithm that qualify to the contest in Quantopian that is the final project in the class. Please let me know if you are interested.
German
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.