It’s been a bit of a struggle, but I feel that my understanding of machine learning, and especially neural networks, is coming together. The books I’m currently reading, Artificial Intelligence in Finance, by Yves Hilpisch, and Deep Learning with Python by Francois Chollet, are fairly easy reading. I’ve accepted that I’ll have to work with Keras/Tensorflow and it’s really not that different from PyTorch. It’s all just getting a bit easier.
Meanwhile I’ve got my trading strategy up and running, but not going anywhere at the moment. Still early days. It’s not actually using a neural network yet, but that will come too eventually. Ensemble methods seem the way to go for good results and I’m hoping that combining several different algorithms will eventually get me good results.