k-means clustering

A framework for rapid and robust system development based on k-means clustering

by

Important preface: This post is in no way intended to showcase a particular trading strategy. It is purely to share and demonstrate the use of the framework I’ve put together to speed the research and development process for a particular type of trading strategy. Comments and critiques regarding the framework and the methodology used are most …

Read more

Unsupervised candlestick classification for fun and profit – part 2

by

In the last article, I described an application of the k-means clustering algorithm for classifying candlesticks based on the relative position of their open, high, low and close. This was a simple enough exercise, but now I tackle something more challenging: isolating information that is both useful and practical to real trading. I’ll initially try two …

Read more

© 2022 Robot Wealth Pty LtD
Privacy Policy | Terms Of Use | FAQ | [email protected]