Photon ML Framework: https://github.com/sequenzia/photon
- Deep Ensemble (Colab Notebook)
- Deep Ensemble (Python run script and config files)
Sample Market Data: (Apache Arrow Parquet File)
- SPY ETF market data in 1M resolution (2 years: 2016-2017)
- Includes some predefined features that are based of off some standard technical price indicators
- Includes predefined label groups (1,2,3,4,5,6 & 7 days in the future)
- Discrete price movements with rate of change; used for regression inferences
- 5 predefined classes for each label group; for used for classification inferences