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Data mining for price patterns

I find that it takes time for someone like me to code and correct mistakes. Found a system for sale but skeptical of results.

5 responses

Why are you not very skeptical of the results of that system for sale?

You can use the scikit learn library available here I guess

@Simon: I am not skeptical because the developer is a trading expert. I suppose his clients can check his claims with the software. I mostly follow his blog posts. I like the basic idea because I have no time coding each new idea I think of.

@Bharath: do you have an example?

What the software provides can be achieved using machine learning platform like weka
http://www.cs.waikato.ac.nz/ml/weka/
https://mahout.apache.org/

I think it would be a good idea to provide basic built-in cross-validation and even provide basic parameter optimization like Trader Station.
Cross Validation like weka does would also be nice.

@ Scikit learn is available in Quantopian. And now fundamental data is available too. You can try to classify good picks and bad picks for buying based on fundamental data at different points in time. You can do this using scikit learn. I'm working on it. I don't have it ready at the moment.