Adding EURUSD Historical Volatility Predictions
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 on 20/10/2016 #Forex #Options #Social