making a.i. that trades on financial markets · 2019. 12. 9. · trading on the live market %5.34...

Making A.I. That Trades On Financial Markets

Ceyhun Derinbogaz

// Founder of A.I. Meetup Leipzig, Data Engineering & Product Intelligence Team Lead at trivago

linkedin.com/in/ceyhunderinbogaz cderinbogaz@gmail.com medium.com/@cderinbogaz

Predicting the Unpredictable

Stock market is full of emotions, (almost) cartoon like reasoning methods like

technical analysis. On top of this most of movements seems to be affected by

news.

CNN’s is an Image Classifier That Learns

1000+ Samples Training with Convolutional Neural Networks

Creating Artificial Training Data Using Past 5 years of Hourly BTC-USD Data

12.000+ Samples

Buy Signals

Sell Signals

Feeding the Training Data Into Deep Neural Network

12.000+ Samples

Buy Signals

Sell Signals

Buy

Sell

Trained DNN Model in Action on Live Market

Figure is the actual logs from my server which runs the predictions every hour and generates

predictions. It is also connected to a live trading account on Kraken.

Trading on The Live Market

% 5 . 3 4 p r o f i t w i t h Z e r o h u m a n

interaction in 10 days

between: 28.01.2019 and 06.02.2019

%5.34 gain in 10 Days While BTC-USD Lost %3.29 Value!

Figure is from a screenshot of the trading account on Kraken

which is managed by Inpredo AI.

Whole Story: tiny.cc/cderinbogaz Github Repo: github.com/cderinbogaz/inpredo

Ceyhun Derinbogaz

// Founder of A.I. Meetup Leipzig, Data Engineering & Product Intelligence Team Lead at trivago

linkedin.com/in/ceyhunderinbogaz cderinbogaz@gmail.com medium.com/@cderinbogaz