Lately, I study time series to see something more out the limit of my experience. I decide to use what I learn in cryptocurrency price predictions with a hunch of being rich. Kidding? Or not :). As I see more about the intricacies of the problem I got deeper and I got a new challenge out of this. Now, I am in a process of creating something new using traditional machine learning to latest reinforcement learning achievements.
So the story aside, I like to see if an AI bot trading without manual help is possible or is a luring dream. Lately, I read a lot about the topic from traditional financial technical analysis to latest ML solutions. What I see at the ML front is many people claim to use lazy ML with success and sell deceitful dreams.What I call lazy ML is, downloading data , training the model and done. We are rich!! What I really experience is they have false conclusion induced by false interpretations. And the bad side of this, many other people try to replicate their results (aka beginner me) and waste a lot of time. Here, I like to show a particular mistake in those works with a accompanying code helping us to realize the problem better off.
Briefly, this work illustrates a simple supervised setting where a model predicts the next Bitcoin move given the current state. Here is the full Notebook and to see more advance set of experiments check out the repo. Hope you like that.