Algorithmic Trading Using A Combination Of Convolutional Neural Networks And LSTMs

I trained the following families of machine learning models on stock market minute bar data - Standalone convolutional neural networks - Standalone LSTMs - Convolutional LSTMs (A combination of convolutional neural nets and LSTMs as described in the video) I explain what a minute bar is, and discuss the intution behind combining convolutional neural nets and LSTMs for the last family of models mentioned. I then present the theoretical performance of each of the families of models, and then show some real world performance. Here's the link to my short book on investments: https://www.eddywealth.com/e-books/ 00:00 Introduction 00:23 Minute bar data 01:07 Families of machine learning models 02:47 Data segmentation 04:34 Model assessment 05:04 Backtested model performances 08:24 Real money performance 11:06 Final remarks Disclaimer: This video is for educational purposes only. It doesn't constitute advice.