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iancamleite / Prediciting Binary Options

Predicting forex binary options using time series data and machine learning

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Predicting forex binary options using time series data and machine learning

Here we'll get past forex data and apply a model to predict if the market will close red or green in the following timestamps.

I want to credit @hayatoy with the project ml-forex-prediction under the MIT License. I was inspired to use a Gradient Boosting Classifier by this project, which was implemented using Python 2 and Yahoo Finance.

About the data

  • The csv files were extracted from Dukascopy.
  • The forex that we try to predict here is USD/CAD.
  • All datetime indexes are in GMT.

About installation

To run this project, you'll need the following enviroments and libraries:

  • Python 3.X
  • Jupyter Notebook
  • Numpy
  • Pandas
  • Scipy
  • Sklearn
  • Matplotlib
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