https://glueckert.shinyapps.io/binary_options/
- Goal: predict hourly or daily stock direction using machine learning and perform API based automated trading on binary option platforms.
- Result: up to 0.7 accuracy yielding 20%+ ROI at sharp-ratio of 5+
The webapp shows:
- explantion and resources regarding binary options
- example simulation for binary option trading
- visualizations of hourly directional stock movements
- backetesting results and benchmark
- dashboard of live trading results (wor in progress)
Data used
- for end-of-day data: yahoo finance via quantmod package
- for minute data: activetick API
/build_stocks.R
retrieves stock data for daily rates and minute rates
/build_plotdata.R
builds 5-minute, 15-minute, 60-minute directional stock movements for visualizations in the stock directions tab
/build_features_day.R
calculates features for next-day analysis using a mix of technical indicators (R-quantmod) and sliding window approach
Shiny-R application deployed to shinyapps.io
Analysis and machine learning
- R
Web & Graphics
- R Shiny
- Bootstrap
- Custom CSS, HTML tweaks
- JQuery / Javascript
Stock trading papers
- http://cs229.stanford.edu/proj2012/ShenJiangZhang-StockMarketForecastingusingMachineLearningAlgorithms.pdf
- https://pdfs.semanticscholar.org/4ecc/55e1c3ff1cee41f21e5b0a3b22c58d04c9d6.pdf
Trading tutorials
- https://www.toptal.com/machine-learning/s-p-500-automated-trading
- http://francescopochetti.com/stock-market-prediction-part-ii-feature-generation/
Live data feeds
- https://www.quora.com/What-are-some-good-APIs-to-get-real-time-stock-quotes
- https://www.programmableweb.com/news/96-stocks-apis-bloomberg-nasdaq-and-etrade/2013/05/22
- http://quant.stackexchange.com/questions/32336/api-or-service-to-get-german-dax-and-uk-ftse-historical-and-or-live-minute-data
- http://quant.stackexchange.com/questions/18215/where-to-get-long-time-historical-intraday-data?rq=1
About binary options
- http://www.investopedia.com/articles/active-trading/061114/guide-trading-binary-options-us.asp
- http://www.investopedia.com/terms/b/binary-option.asp
Stock symbol guides: