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

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

Introduction to Machine Learning in Kaggle

I’m going through the course “Intro to Machine Learning“, and I would like to keep some notes about it. My first machine learning code Model validation In almost all applications, the relevant measure of model quality is predictive accuracy. In other words, will the model’s predictions be close to what actually happens. Mean Absolute Error (MAE) … Read more