Forecasting Market Movements Using #tensorflow
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Photo by jesse orrico on UnsplashMulti-Layer Perceptron for ClassificationIs it possible to create a neural network for predicting daily market movements from a set of standard trading indicators?In this post we’ll be looking at a simple model using Tensorflow to create a framework for testing and development, along with some preliminary results and suggested improvements.The ML Task and Input FeaturesTo keep the basic design simple, it’s setup for a binary classification task, predicting whether the next day’s close is going to be higher or lower than the current, corresponding to a prediction to either go long or short for the next time period. In reality, this could be applied to a bot which calculates and executes a set of positions at the start of a trading day to capture the day’s (...)