Year 4, Q3 Machine Learning, management and coding

During Q2 one of the topics have been to learn about Machine Learning on Kaggle. I started on kaggle as platform to use their courses, their community and I finished doing some finance examples on Google CoLab. I’m not a sofwtare developer neither a data scientific, but I am willing to learn all the concepts of machine learning … Read more

Looking for a machine learning model that hits S&P 500 daily change using market breadth data, DIX, GEX, VIX.

This is the third version of a code I have started to write while learning the concepts of Machine Learning. Changes with respect the previous versions Shift(-1) have been removed for the SPX price, I consider is an error to add it. I have added data related to DIX, GEX (since 2011) and VIX (since … Read more

Using Machine Learning to predict the S&P 500 price change, using the dark pool indicators Dix and Gex

This is the first version of an analysis I wanted to perform with the main purpose of learning. By this reason I have limited the number of input data and operations to the minimum. To do something different I will be looking for correlations between the two main dark pool indexes: DIX and GEX Indexes. … Read more

Notes about convolutional neural networks

Let’s start with Wikipedia: In deep learning, a convolutional neural network (CNN, or ConvNet) is a class of deep neural network, most commonly applied to analyze visual imagery. The name “convolutional neural network” indicates that the network employs a mathematical operation called convolution. The convolutional networks are a specialized type of neural networks that use convolution … Read more

Increasing my knowledge on Machine Learning

This post covers different readings and learnings I’m working to gain knowledge on Machine Learning. At this moment, to me, there are 4 pillars of knowledge that I should gain when talking about Machine Learning. These are: Models & math’s knowledge. Software Programing: python (it’s the one I will use). How the machine learning initiatives … Read more