bitcoin machine learning trading platform
- Research into forex trading
- Begin collecting data from exchanges. see markets
- Test Cycle 1
- Bucket data, try SVM classification
- Integration of trading algos
- Test on data
- Refine collection scheme
- Test Cycle 2
- Attribute research
- Longer time period
- Intermarket
- Refine data collection
Mtgox -> Bitbucket | bitstamp -> Bitbucket *Exchange API Layer* Nodejs
| | | Independent Services
| | | JSON communication
~~~~~~~~|~~~~~~~~~~~~~~~~~~~~~~~~~~~~~|~~~~~~~~~~~
\ / *Database Layer* Nodejs
\ / <----- Get / Put Bitbuckets
SubLevelDatabase Service | Streams Bitbuckets
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ |
| | *Data Modeling layer* Julia, C
V <-----| Construct Models
Machine Learning |
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ |
| | *Predictive Trading Layer* Julia
V <-----| Apply models and algorithmic
Algorithmic Trading | trading to new data
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ |
/ | \ | *Transaction Layer* Nodejs
/ | \ | Market Transactions
MtGox Transactions | Bitstamp Transactions |
~~~~~~~~~~~~~|~~~~~~~~~~~~~~~~~~~~~~|~~~~~~~~~~~~~~ |
\ / | *Optimization Layer* Nodejs, Julia
\ / | Monitor performance
Tuning and Testing | and feed into modeling
| | and trading tuning
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