Closed JackDI1 closed 5 months ago
JackDI1
commented
6 months ago Need to work out how to deal with noise in mid-price predictions before going any further. Options include: Wavelet transform, Moving averages, Removal of outliers or Kalman filtering
JackDI1
commented
5 months ago As @SamanthaStarling is investigating how we deal with noise this sprint I will close this ticket and re-open when we have a defined procedure for dealing with noise.
I have made decent progress, but some of the plots that I am meant to use to determine the parameters are not working, and I am not sure why. It would be great if someone could look at this before I go any further and see if it is just the library version I am using, or if I am missing something significant.