A Clear Explanation To Getting Neural Networks To Actually Work In Trading

Introduction

I’ve read a lot of papers on neural networks in trading and boy are they practically impossible to parse. I want to keep my articles on neural networks practical, and you should walk away from this thinking: “Huh, that’s all there is to it, doesn’t seem too difficult to try.”

Here’s how to implement a convolutional neural network that can predict short-term price direction from limit order book data with > 80% accuracy.