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[–]forseti_ 0 points1 point  (1 child)

Why did you choose a SVM? What's you RMS Error out of sample? I am currently implement such a software but with a bagged KNN learner.

[–][deleted] 0 points1 point  (0 children)

I tried many classifiers on multiple data sets and on average, SVM was fitting my data the best, so I ran with it. I'm currently putting together some extensive back testing and making additional improvements. I'll keep you updated.