Background knowledge for Feature Analysis in Finance click this.
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I studied over 80 technical indicators in five notebooks.
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Technical Indicators Binary Matrix
- This is for an embedding experiment.
Old ones
- With some Tech. indicators (old version)
- Is it better than simple market data?
- Which one is important? with MDI
- Deep Autoencoder
- working on this
- CNN architecture
- Embedding like words
- High Frequency Cryptos
- Daily Stocks
- AFML (De Prado)
- Chapter 8 Feature Importance
- MLF-FTTP (Dixon et al.)
- Chapter 5. Interpretability
- Chapter 8. 6. Autoencoders
- ML4AT (S. Jansen)
- Chapter 4: Financial Feature Engineering
- ta (https://github.com/bukosabino/ta)