Submitted by Richard on Sun, 05/17/2015 - 11:33
In this series, we used the open source spearmint optimizer to select optimal tuning parameters for a quantopian zipline trading algorithm.
Read more for conclusions and next steps.
Submitted by Richard on Sun, 05/17/2015 - 11:25
At the end of part 3, we were ready to start the spearmint experiment to optimize the tuning parameters of our toy Bollinger Band Algorithm.
Read more to see the results.
Submitted by Richard on Sun, 05/17/2015 - 11:19
In part 3, we configure spearmint to optimize our toy Bollinger Bands trading algorithm.
Click to read more .
Submitted by Richard on Sun, 05/17/2015 - 11:12
In part 1, we looked at the quantopian version of a toy Bollinger Bands trading algorithm in preparation for optimization using the open source spearmint Bayesian Optimizaer.
Read more to continue.
