Course Name: Trading with Machine Learning: Classification and SVM, Section No: 7, Unit No: 1, Unit type: ZipFiles
What is the conclusion of SVM method for Trading strategy?
Hi Jai,
The SVM model in the course takes in various input features like the technical indicators SAR, ADX, RSI etc and then try to fit on the existing price data to produce a classification output of -1, 0 or +1, i.e. sell, hold or buy the asset.
The trained model is then used on the test data to check the performance.
In the course, we have used minute data for an asset for one day. You may try modelling it on different assets and on longer timeframes and based on the backtest, fine-tune your model for suitable use in live trading!
Hope this helps!