Anyone anons on /g/ ever try building a machine learning trading model?
>>109616161Good morning saar
>>109616161I’m working on that
>>109616161It doesn’t need to be machine learning. There is some mathematical statistical techniques to determine if two different prices vary over time in correlation with each other. So this correlation measure between two prices is a metric, and so you can use clustering algorithm to find related things. Then for each cluster, you can try to identify the leggings elements and trade them whenever other elements have already responded to whatever stimulus.
>>109616755I may have conflated two approaches. You figure it out.