Course Name: Trading with Machine Learning: Classification and SVM, Section No: 2, Unit No: 1, Unit type: Video
Hello,
I saw that the calculation of correlation between SMA(10) and close price was done and stored in the dataframe within the new column Df['Corr'] (file Classification-SVM.ipynb).
What is the point for this step as the value is not used during the next stages of the algo.
Regards.
Eric
Hi Eric,
The technical indicators being calculated are the new features we are adding to the dataset.
In Section 5, Unit 2, where we discuss the trading strategy, you can see that the 'Corr' is a part of 'Df', and 'X' is made from 'Df' after dropping a few unnecessary columns. Next, we see that the 'X' is passed to the SVC classifier for model fitting.
Hope this helps!
got it, thank you.