Hi everyone! Just wanted to share a quick and fun project I put together. Essentially I took everything I have learned from FastAI, found a very interesting White-paper on Arvix.org (link below) and gave it a shot to replicate their work!
Predicting price action movement for currency pairs with ~82% Accuracy
Research Paper:
Amazing work by: Yun-Cheng Tsai, Jun-Hao Chen, Jun-Jie Wang
Github repository:
I have set up the repository with different Jupyter Notebooks for:
- Downloading data using Oanda API (Key has been destroyed)
- Data pre-processing & Applying indicators
- Converting Charts (sliding window approach)
- Using FastAI, DenseNet Architecture
I just finished Part 1 of the new FastAI course so thank you so much @jeremy, @rachel, and to the team for such an AMAZING course. I cannot wait for Part 2 coming in the summer.
Hope this helps others!
PS. I’m learning more about Finance/Quant trading & am very new to Machine Learning so please don’t mind any mistakes in the notebooks. Still learning 