|||

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!

Up next Raspberry Pi Related Links My Chinese Big Brother One of my Asian friends recently posted a link to a terrifying use of Machine Learning. This is what I call the “dark side” of this field, the use
Latest posts Revisiting GOOG, GE, NE, IYR from 2007 The Ye Old Blog List Motorola: Then and Now EWM Redux Testing for mean reversion with Python & developing simple VIX system - Talaikis unsorted - Tadas Talaikis Blog Steps to calculate centroids in cluster using K-means clustering algorithm - Data Science Central Basics of Statistical Mean Reversion Testing - QuantStart Algorithmic trading in less than 100 lines of Python code - O’Reilly Media Interpreting Machine Learning Models Microsoft the AI Powerhouse Investing in the S&P500 still beats AI Trading Microsoft makes a push to simplify machine learning | TechCrunch 10 Great Articles On Python Development — Hacker Noon Introduction to Keras Democratising Machine learning with H2O — Towards Data Science Getting started with Python datatable | Kaggle Phone Addiction Machine Learning Making Pesto Tastier 5 Dangerous Things You Should Let Your Kids Do The Pyschology of Writing Investing in 2019 and beyond TensorFlow and High Level APIs Driving Marketing Performance with H2O Driverless AI Machine Learning and Data Munging in H2O Driverless AI with datatable Making AI Happen Without Getting Fired Latest Musings from a Traveling Sales Engineer The Night before H2O World 2019 Why Forex Trading is Frustrating Functional Programming in Python Automatic Feature Engineering with Driverless AI Ray Dalio's Pure Alpha Fund