Trading with machine learning algorithm

[mutualguru]

Hey any one here trading with machine learning algorithms(either automatically or semi-automtatically). where to start learning machine learning algorithms for stock markets? any recommendations

 

[NJ23]

So, far I have had success with Regression. I've tried KNNs but they were not very impressive. Coursera has a few good sources on ML. EdX has a few as well. Which one to choose depends on what you're looking for. If you're looking for an overview and quick intro to everything, EdX's course offered by an ex-googler is a good one. Andew NG's on coursera and Georgia Tech's course on EdX are pretty comprehensive.

 

[mutualguru]

So, far I have had success with Regression. I've tried KNNs but they were not very impressive. Coursera has a few good sources on ML. EdX has a few as well. Which one to choose depends on what you're looking for. If you're looking for an overview and quick intro to everything, EdX's course offered by an ex-googler is a good one. Andew NG's on coursera and Georgia Tech's course on EdX are pretty comprehensive.

Hey thanks for the quick reply. even i am looking for some regression methods only. I have searched the web for regression algorithms for stock markets but not able to find one. I read some where that KNN dont have much accuracy. Which software have you tried for ML; python, R or matlab?

 

[NJ23]

Hey thanks for the quick reply. even i am looking for some regression methods only. I have searched the web for regression algorithms for stock markets but not able to find one. I read some where that KNN dont have much accuracy. Which software have you tried for ML; python, R or matlab?

I use R for ML. Caret package is good.

 

[tradingnoob]

Hey thanks for the quick reply. even i am looking for some regression methods only. I have searched the web for regression algorithms for stock markets but not able to find one. I read some where that KNN dont have much accuracy. Which software have you tried for ML; python, R or matlab?

Just out of curiosity, what kind of results have you all been getting while using ML approaches? Are you doing retail trading?

@mutualguru - Python + ScikitLearn is the way to go. R has a steep learning curve, is not easy to code in, and once your codebase starts to swell, it will really start to bite. And regarding KNN being not 'accurate' - there are ways of turning a not so accurate method into a considerably more accurate method (google search 'boosting' for ex.).

 

[jaipur360]

Hi All,

What kind of problem(s) you are solving with ML.
Is it estimation of Scrip Price or a simple Buy/Sell Classification
problem based on price and other data (e.g. Forex/Commodities etc.)

 

[sridharla3]

Likes your signature. lol.

 

[sridharla3]

I use R for ML. Caret package is good.

like your signature.

 

[shaguftatahsildar]

I have done this course on a platform called Quantra where they have courses related to the applications of Machine Learning to Trading. The ones which I had done were related to Regression, Classification, and SVM. However, they do have an individual course specifically for Regression and its application to trading.