making a.i. that trades on financial markets · 2019. 12. 9. · trading on the live market %5.34...
TRANSCRIPT
Making A.I. That Trades On Financial Markets
Ceyhun Derinbogaz
// Founder of A.I. Meetup Leipzig, Data Engineering & Product Intelligence Team Lead at trivago
linkedin.com/in/ceyhunderinbogaz [email protected] medium.com/@cderinbogaz
Predicting the Unpredictable
Stock market is full of emotions, (almost) cartoon like reasoning methods like
technical analysis. On top of this most of movements seems to be affected by
news.
CNN’s is an Image Classifier That Learns
1000+ Samples Training with Convolutional Neural Networks
Creating Artificial Training Data Using Past 5 years of Hourly BTC-USD Data
12.000+ Samples
Buy Signals
Sell Signals
Feeding the Training Data Into Deep Neural Network
12.000+ Samples
Buy Signals
Sell Signals
Buy
Sell
Trained DNN Model in Action on Live Market
Figure is the actual logs from my server which runs the predictions every hour and generates
predictions. It is also connected to a live trading account on Kraken.
Trading on The Live Market
% 5 . 3 4 p r o f i t w i t h Z e r o h u m a n
interaction in 10 days
between: 28.01.2019 and 06.02.2019
%5.34 gain in 10 Days While BTC-USD Lost %3.29 Value!
Figure is from a screenshot of the trading account on Kraken
which is managed by Inpredo AI.
Whole Story: tiny.cc/cderinbogaz Github Repo: github.com/cderinbogaz/inpredo
Ceyhun Derinbogaz
// Founder of A.I. Meetup Leipzig, Data Engineering & Product Intelligence Team Lead at trivago
linkedin.com/in/ceyhunderinbogaz [email protected] medium.com/@cderinbogaz