Goal: This system will be used to trade commodity futures in the global financial markets.
Programming Language: Matlab
Data: High Frequency, Intraday and Daily price and trade volume available.
Existing infrastructure: Hierarchical Hidden Markov Model system is built called "system" below. Code will be released upon Non Disclosure Agreement execution.
Requirements (per HHMM Requirements Toogit document attached):
1. Develop code in Matlab below feature extraction for price/ volume data pre-processing AND CONNECT TO EXISTING SYSTEM so that the EXISTING system sees discrete values as illustrated in Table 1. Full article attached in word document and here named 'rs_technical_trading..'..
2. Produce the below two graphs every time the code is run. Note, both price and volume graphs
3. Produce a vector that indicates n+1 (n is history up to today inclusive, n+1 is tomorrow's market open) prediction for historical data plus "tomorrow's" market state:
a. bull: buy
b. bear: sell
c. stagnant: do nothing
About the recuiterMember since Nov 11, 2022 Tufan Dinc
from Niedersachsen, Germany