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Seer

Seer is a package and collection of scripts to predict the direction of prices in the Forex market.

Installation

devtools::install_github("jmayalag/seer")

Scripts

Analysis scripts are placed in the analysis directory.

  • run_experiment.R: Trains multiple machine learning models
  • learning: Defines the machine learning helper functions
  • run_backtest.R: Runs the experiments using backtest
  • run_combined_experiment.R: Backtests the hybrid strategies (Technical analysis + ML)

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