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Genetic algorithm and Neural net selection of portfolio and portfolio features along with a trading recommendation system
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backtesting
batchjobs
blotterscripts
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datacleaning
datagathering
datasetcreation
predictiveanalytics
recomendationsystems
.gitignore
LICENSE
README.md
cronjob.sh
forexnotes.txt
quickstartGAportfolio.R
quickstartsingleNN.R
unicorn.RData
unicorninvesting.Rproj
unicorninvesting.Rproj.RData

README.md

unicorninvesting

This is a Time series data balancing algorithm.

Hopefully to be used as the basis of a trading managment software initially, and then expanded into other uses such as risk mitigation, executive decision assistance, and hopefully virtually every other potential non-linear problem people can come up with...

It'll allow for the extention of new sensors as they are available and the portofolio aspect of the system allows for X potential motor functions or levers to pull in order to correct the system.

The Genetic algorithm component allows for the extension of sensors (and in the future, motor functions). The GA also acts as a data set selection and filter to get rid of unnecessary, unuseful, or redundant data sets.

The Neural net provides the balancing component of the equation.

Pre processing algorithms need to be employed to normalize, clean, provide forecasting datasets etc.

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