MarketML

Data science project with the goal of deploying a profitable market trading algorithm on the real stock and/or FOREX market with real money to generate passive income.

Plan

Phase 1 (current)

Development will start with getting a baseline solution working from start to finish, based on a fairly simple trading algorithm such as moving average crossover. This solution should allow for easily backtesting a provided trading strategy and returning back profitability and other performance metrics.

Phase 2

The next phase will consist of applying more advanced techniques, in particular transformers, for the trading algorithm, potentially with a reinforcement learning component as well and testing its performance against the baseline.

Phase 3

Once a trading algorithm which is consistently profitable is found, I will deploy the algorithm on a live market with real funds and track the returns, with the ultimate goal being of achieving returns that will cover a nice little passive side income.

Structure

TODO

Author

Taras Ivashchuk [email protected]

License

The MIT License (MIT) Copyright © 2020 Taras Ivashchuk

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.