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A machine learning exploration of foreign exchange pairs.

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💱Forex ML Exploration 💹

A step-by-step machine learning exploration of foreign exchange (forex) pairs.

🚀 Overview

This project explores different machine learning approaches for forex price prediction, uncovering key insights and common pitfalls along the way.

1. Introduction

The Misleading Accuracy of Regression Models

  • Why naive regression models fail in forex prediction
  • How models can produce "good-looking" but useless predictions
  • The issue of predicting past prices instead of future trends

The Case for Classification

  • Why classification is a better target than regression for our models
  • Predicting price direction (up/down) is more actionable than predicting exact values.

2. Naive Models

Introduction to Logistic Regression

  • How logistic regression is used for forex prediction
  • The sigmoid function and its role in probability-based predictions
  • Decision boundary and how it determines buy/sell signals
  • Play Around with Logistic Regression with built-in logistic calculator! It is kind of fun

🔜 Logistic Regression Code and Results

Stay tuned as we refine our approach and explore more effective trading strategies with ML! 🚀📊

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