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Algorithmic Trading with ML & DL

Dr. Yves J. Hilpisch | The Python Quants GmbH

Workshop at ODSC London on 20. September 2018

See http://odsc.com/london.

Links

Link to Slides

http://hilpisch.com/odsc_ldn_2018.pdf

Short Link to Gist

http://bit.ly/odsc_ldn_2018

Python

You should have installed either Anaconda or Miniconda.

If you do not have a Python installation/environment with the core scientific packages, do on the shell do:

conda create -n odsc python=3.6 jupyter pandas nomkl scikit-learn matplotlib
conda activate odsc

In any case do the following to install the fxcmpy package:

pip install --upgrade pip
pip install fxcmpy

FXCM

You should open a demo account under

https://www.fxcm.com/uk/forex-trading-demo/

The documentation for fxcmpy is found under

http://fxcmpy.tpq.io

You should generate a token in your account under Token Management.

Create your working folder where you put in all subsequently created files.

Then create a configuration file with name fxcm.cfg and the following content:

[FXCM]
log_level = error
log_file = 'fxcm.log'
access_token = YOUR_FXCM_API_TOKEN
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rm fxcm_*
gist -u b41d0e935128a65a611e87bcf3bff665 *
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