Machine Learning: Futures

CLIENT: PROPRIETARY FUTURES TRADING FIRM

PROJECT TASK

•Our client wanted to explore Machine Learning/AI techniques of utilizing various technical trading systems across numerous futures markets.

•The end goal was to apply the learning on the systems, generating an output on the technical indicators and using the AI to choose which markets trade based on the system output

PROJECT SOLUTION

•Build a Machine Learning system from scratch by using QLearning, C#, python and TensorFlow.

•Run the learning logic to generate prediction values for indicator-based trading systems. Reward systems over the learning which showed the best performance (based on certain key measures), and arrive at a time-frame prediction value for the most optimal trading system on the chosen futures market.

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Chris Miller