tiagosiebler / TriangularArbitrage

Detect triangular arbitrage opportunities within Binance price tickers
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ADA boosting - select best indicators #33

Closed micasa001 closed 6 years ago

micasa001 commented 6 years ago

ADA Boosting is a solution to combine different indicators / strategies via an algo and to find the best / weak combinations.

Example code: https://github.com/mtaxot/adaboost-trading-system

Aim: to allow automatic scanning to combine different indicators / strategies in the background. If certain combinations have a> 70% prediction value, they must be automatically converted to strategies to be able to trade.

Background: http://andromeda.rutgers.edu/~jmbarr/NYComp/CreamerEEA.pdf