Quant Mashup - Keith Selover Machine Learning for Stock Market Prediction: Global Indices [Keith Selover]When applying Machine Learning tools to market prediction, the internet is saturated with academic papers and lacking in practical code examples. In this post, it’s my goal to translate one such paper from text to code. Mark Dunne’s Undergraduate Thesis, “Stock Market Prediction“, approaches(...) Algorithmic Trading (Part 2): Pairs Trading and Statistical Arbitrage [Keith Selover]This post will address what pairs trading is, how you can test for a pairs trading opportunity, and how to implement a pairs trading strategy. For information on the libraries I’ve used and how I structured my trading methods, I recommend starting with my previous post on the subject. Pairs(...) Algorithmic Trading (Part 1): Backtesting an RSI Strategy (h/t Algotrading Reddit) [Keith Selover]The above chart was generated in Python. It's the result of backtesting a basic algorithmic trading strategy that makes use of the Relative Strength Index (RSI). In this tutorial I'll walk through implementing and graphing a simple strategy. The tutorial should provide a framework that(...)