- Next Steps
This is the beginning of a three part series that I completed towards the end of 2017 as a learning module for Quantinsti.com. The purpose of the series is to demonstrate a research workflow focused around the theory and application of mixture models as the core framework behind a algorithmic trading strategy. Below is a quote taken from the README of the github repo:
I will be presenting each of the notebooks on the blog although you can feel free to read ahead by visiting the github repo directly. What is new however is that at the end of three part series I will be publishing a Part 4 where I will describe an actual implementation of the strategy and release the code for the actual algorithm for my readers to dissect, alter, and experiment with on the Quantconnect.com platform.
Be on the lookout for Part 2 - Gaussian Mixtures.