October 20, 2016

Adding EURUSD Historical Volatility

I recently connected my historical volatility prediction processes to the FRED API and pulled in closing data for the Euro. I want to autogenerate currency volatility predictions just like what I do for the stock indicies.

The only problem now is that the training and optimization part takes to long so I have to start breaking up the training/optimization and the auto post autogreneration processes. Plus I’m starting to hit the limit of my laptop and will likely move my training/optimization to a RapidMiner Server on AWS.

On top of all this, I should build a process that will tally how correct the predictions are and then autopost that!

Lots of work to do but it’s damn cool!

Posted by Thomas Ott /

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