Hands-On Artificial Intelligence for Beginners

Managing market data

As with any machine learning algorithm, selecting features for market prediction algorithms is critical, and can lead to the success or failure of the algorithm's strategy. To reduce price curve data into its most fundamental parts, we can use a dimensionality reduction algorithm such as PCA, or even embed stock information to try to capture the most salient latent features. As we have learned, deep learning can help us overcome some of these selection issues, as ANNs implicitly conduct feature selection during the training process:

1. We'll call our new class MarketHandler and initialize all of the parameters and data that will be needed to handle our different trading strategies:

class MarketHandler(object): ''' Class ...