Derivatives Trading

Algorithmic trading using machine learning

@kaggle.rleplae_derivatives_trading

Table List

2 tables(239.92 KB)

Pred2016l

Pred2017l

Pred2016l

@kaggle.rleplae_derivatives_trading.pred2016l

182.61 KB
12743 rows
14 columns

open Open	high High	low Low	close Close	hod HOD	lod LOD	hoy HOY	loy LOY	vpoc VPOC	vpoc_1 VPOC-1	linreg LinReg	linregslope LinRegSlope	cumdelta CumDelta	ticks Ticks
0.06		0.1	0.04	-0.275	0.08	-0.555	-0.01	0.04		-0.2	-0.34	-139	-0.06
-0.02	-0.04	0.1	0.04	-0.27	0.085	-0.55	-0.005		-0.04	-0.16	-0.18	-314	-0.06
0.08	-0.06	0.1		-0.255	0.1	-0.535	0.01	0.04	0.06	-0.1	-0.23	81	-0.1
0.12	-0.06	0.12		-0.23	0.125	-0.51	0.035		0.14		-0.28	609	0.06
	-0.02	0.1	0.04	-0.235	0.12	-0.515	0.03	0.04	-0.02		-0.2	85	0.14
-0.02	-0.04	0.1	0.04	-0.445	0.025	-0.725	-0.18	0.04	0.02	-0.62	-0.64	-46	-0.04
-0.02	-0.04	0.1	0.04	-0.46	0.055	-0.74	-0.195	0.04	-0.08	-0.32	-0.6	-216	0.24
0.06	-0.06	0.08		-0.5	0.035	-0.78	-0.235	-0.02		-0.4	-0.67	208	-0.14
0.02	-0.06	0.04		-0.465	0.07	-0.745	-0.2	-0.02	0.12	-0.2	-0.6	45	-0.06
-0.02	-0.02	0.1	0.04	-0.825	0.025	-1	-0.56	0.02	-0.06	-0.3	-0.77	-253


CREATE TABLE pred2016l (
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "hod" DOUBLE,
  "lod" DOUBLE,
  "hoy" DOUBLE,
  "loy" DOUBLE,
  "vpoc" DOUBLE,
  "vpoc_1" DOUBLE,
  "linreg" DOUBLE,
  "linregslope" DOUBLE,
  "cumdelta" BIGINT,
  "ticks" DOUBLE
);