This strategy robot I wrote in C# is using genetically evolved neural nets. It learns trading rules by itself. It’s trained on 40% of data sample and validated the rest 60% – shown by the red line division. The neural nets was able to generalize and exploit certain property of the Bitcoin market. Strategy holds well on the unseen data. Avoids sharp drops in price and takes advantage of rallies.
If you’re a pro trader or trading company in NYC and want to colab contact me at RobTheQuant at gmail
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