/pytrader

An open source trading bot to leverage machine learning in the stock market

Primary LanguageJupyter NotebookGNU General Public License v2.0GPL-2.0

pytrader

http://3.bp.blogspot.com/_x1Xe0kyzOQs/TQFLb0Zd88I/AAAAAAAAAhQ/_2VkjGmYEcc/s1600/spoopit82.PNG

An open source trading bot to leverage machine learning in the stock market.

Results

Analyzing prices after large stock moves

I decided that after seeing some of the stocks I was watching rebound after a market drop in October 2014 I would analyze whether or not we could tell how stocks would move the day after they experienced a large price swing. I called my project large_move_diff. For all its good intentions it didn't tell me anything about how stocks would react to a swing the next day beyond telling me that stock movements are stochastic, which I kinda already knew.

Reproducing bitcoin results on IBM

For a more academic experiment I have decided to mess around with reproducing the results from this MIT paper. Data for the experiment was obtained from http://www.kibot.com/. I decided to use the stock prices from IBM's history.