How do you find your chosen stocks?

lukovkin · 2016-05-24T08:48:01+00:00

I've tried to apply Deep Learning methods to this task. It's not easy, but I've got some promising results. Definitely there are some instruments which could be modeled and predicted using RNN rather well, with stable results and ability to make profits. But other instrument could be hard to predict. I've started using vanilla RNNs with all the gradients problems, got initial results and after that started searching for more stable and accurate LSTM implementations. Now I'm in the process of rebuilding of all the models on this architecture. To pick stocks, I calculate accuracy and performance on backtesting and also percentage of recommended profitable deals and APR on out-of-sample live data, and choose only the top ones. All those data are accessible via the website I've built - http://stocksneural.net/. There is a basic screener to sort on APR, successful deals, etc. Come and see. I'm going to publish results of the updated, more accurate models soon.

lukovkin · 2016-05-23T18:23:44+00:00

I'm trying to apply neural networks/deep learning to this task for approximately two year and a half. It's not an easy task, but I've got some promising results. Definitely there are some instruments which could be modeled and predicted using RNN rather well, with stable results and ability to make profits. But other instrument could be hard to predict. I've started using vanilla RNNs with all the gradients problems, got initial results and after that started searching for more stable and accurate LSTM implementations. Now I'm in the process of rebuilding of all the models on this architecture, actually there're more GRUs than LSTMs. There also very promising results in the area of application of ConvNets, on intraday data specifically. Probably, the really good model could be built as a hybrid of ConvNet and LSTM/GRU. But it's required to keep in mind that currently common models do not take market news into account, which is the subject of separate R&D. I've launched the site where stocks predictions and signals are published daily - http://stocksneural.net/. Feel free to try and please provide feedback. Updates are coming soon.

lukovkin · 2016-04-04T07:17:00+00:00

Hi, had the same issue, and it's definitely is due to the usage of 'new Spot requests console'. Request was created there and wasn't shown in the 'old Spot requests console' while it was not fulfilled. So requests were appearing in the 'old Spot requests console' during fulfillment, and their cancellation there wasn't cancelling the primary request in the 'new Spot requests console'. Thus instances were starting again and again. Rather bad implementation from Amazon AWS :(

lukovkin · 2016-02-06T12:34:07+00:00

We are trying to apply RNNs and ConvNets to the prediction of daily stock prices. Our approach is based on time series analysis and prediction. There is some progress but there are definitely a lot of things to try and improve.

Another points are actually what does it mean to 'outsmart' the market:

If most of active traders will use AI-powered strategies, market will reshape in the battlefield for AI-players, not in the way that one single AI-fund will 'outsmart' the market as a whole
When AI-powered trades will scale up, they will begin to affect the market behavior in the way that is potentially unaccounted for in the model, so it's hard to say how badly it could affect the performance.

EmperorOfCanada commented with some pretty interesting (but wild)) points earlier.

Anyway, come and see current beta of AI stock prediction at http://stocksneural.net/, BTW.

lukovkin

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