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Walk-Forward analysis using CNTK

To get the script running, you need Python. Currently I use the latest Python (Anaconda distribution) supported by CNTK - 3.5.

To install CNTK follow these instructions for Windows, or these instructions for Linux. Both contain an Anaconda section.

A few additional packages need to be installed (via conda):

  • sqlalchemy
  • numpy
  • pandas
  • psutil
  • multiprocessing

For more details, check my blog posts.

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