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Quant Connect Algorithms

First experiments on the Quantconnect platform based on Machine Learning. Currently there are two algorithms:

  1. QCTechnicalML: Technical algorithm, predicting the next period returns based on the last n returns
  2. QCTechnicalCryptoML: Technical algorithm like number 1 but for BitCoin
  3. 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.

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