MikaelFuresjo

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About MikaelFuresjo

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So far MikaelFuresjo has created 9 blog entries.

New ATH and Invitation to get involved in my Open Source project

Open Source project to make Machine learning development easy and accessible for producing automated trading systems for the stock market.   The gap in recourses and possibilities between institutional- and private investors is shrinking all the time. This is true in terms of capital, trading platforms and information access. But it is not yet true [...]

By | 2017-11-12T21:46:15+00:00 November 12th, 2017|RnD|0 Comments

New All-Time-High on my ZuluTrade portfolio

New All-Time-High on my ZuluTrade portfolio, so far it has been a very strong October month, making profits almost every day with the strategy.   In the beginning of the month, I began to merge my two different trading systems IQ19m and IQ19n, and I normalized and risk-adjusted the forecasts against each other. Apparently it [...]

By | 2017-10-26T05:58:20+00:00 October 26th, 2017|RnD|0 Comments

Part 01 | Out-of-Sample before 1999 with MJ40

The first step of my optimizing project with training on a top 40 global Indices (MJ40) instrument list with data from 1999 and forward and using instruments with long history have the first round of results. As with my previous and similar test with the Forex30 instrument list the long history from the training data [...]

By | 2017-10-03T21:36:41+00:00 October 3rd, 2017|RnD|0 Comments

IQ19m_FX30 | Fully Automated Trading System | Free Download

  The IQ19m_FX30 is a fully automated trading system, build from the machine learning libraries in the famous Python Library Scikit-Learn. The portfolio management part is handled by the MetaTrader 4 trading platform and the standard Expert Advisor script within that platform. The IQ19m_FX30 is trained and tested against the global top 30 forex pairs. [...]

By | 2017-10-03T10:39:34+00:00 October 3rd, 2017|RnD|0 Comments

Part 02 | Out-of-Sample before 1999 with FX30

The final stage of my optimizing project with training on FX30 and using instruments with long history is done for this time. Due to the long history I could work with a correct conducted Out-of-Sample testing, the cut off was between 1998 and 1999. Notably with the test periods was that any period close to [...]

By | 2017-10-03T10:40:48+00:00 October 3rd, 2017|RnD|0 Comments

Part 01 | Out-of-Sample before 1999 with FX30

This test will be conducted by using instruments with very long history as training data. Mostly well known indices and US large cap stocks. All 40 instruments got EOD data from 1980 or longer back in time with S&P500 and Oil dating back to the early seventies. In the first round I´m using all my [...]

By | 2017-10-03T10:41:24+00:00 September 22nd, 2017|RnD|0 Comments

01 Out-of-Sample Back Testing with BitCoin ($BTCUSD)

After 48K tests with Bitcoin EOD data after 2012 against various training sets it is clear data two kind of instrument groups fits more effectively against this popular crypto currency (BTCUSD). The group with 169 instruments (mostly large cap stocks) with very shifting volatility together with a group consisting of 24 of the most popular [...]

By | 2017-10-03T10:42:02+00:00 September 14th, 2017|RnD|0 Comments

The paradoxical situation of making correct back tests in financial markets

One of the most difficult problems with creating predictive models in financial markets is to find a system that will have a high accuracy in different market conditions. The identification of the transition between different market regimes will create several contradictory problems, when using machine learning. 1) Over fitting guaranteed The machine learning classifier will [...]

By | 2017-10-03T10:42:39+00:00 September 13th, 2017|RnD|0 Comments

Online: Learn Math of Finance with University of California

Learn a free series of lectures explaining the mathematics of finance that underpins so many of concepts used in the financial industry. You can study or refresh subjects such as hedging, arbitrage, Puts, Calls, the design of portfolios and other. Master the tools from probability, statistics, and elementary differential and partial differential equations, concepts such [...]

By | 2017-09-05T14:18:33+00:00 September 5th, 2017|Articels|0 Comments