Machine Learning: Futures

Client:
Proprietary Futures Trading Firm
Project Problem:

Our client wanted to explore Machine Learning techniques utilizing various data sources and trading indicators across numerous futures markets. The end goal was to build an automated trading strategy that placed trades based on a trained Machine Learning model's prediction of market price.

Project Solution:

Emergent Cybernetics built a system to extract market data and then use that data to train a LSTM model on several markets. The system utilized TendorFlow and Keras in python to train the LSTM model. That model was then loaded into a C# trading platform and utilized TensorFlowSharp to pass live trading data to the model for evaluation and prediction. An automated trading strategy was then built to take trades based off the predictions.


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