First experiments on the Quantconnect platform based on Machine Learning. Currently there are two algorithms:
- QCTechnicalML: Technical algorithm, predicting the next period returns based on the last n returns
- QCTechnicalCryptoML: Technical algorithm like number 1 but for BitCoin
- QCValueML: Fundamental algorithm, predicting then next period returns based on few fundamental indicators
There is also a notebook I used to explore the technical algo with some simple analyses.
Implementation is rough and naive so comments and suggestions are welcome.