I have a machine learning algorithm created using python that is 95% completed. To be selected for this project you need to have a proven track record of building python machine learning trading strategies. There will be more projects that need to be completed in the future so good work on this project will be rewarded.
I need to following things completed.
- Add in new price data which I will provide.
- Optimise weighting/exposure of trades in the back test to refine drawdowns and returns.
- Optimise machine learning tools to improve the strategy. It currently uses nearest neighbours, random forest and a neural network algorithms to select trades. You may decide that this needs to be altered.
- Create an easy to use setup where the algorithms can be run and provide an output what trades to initiate or close.
I estimate that all of this is maybe 5-6 hours work at most.