For research only.

This project is came from a machine learning quantitative trading company in Guangzhou, China. We bulid our trading strategies with machine learning, and began live trading from 2013. We had machine learning fund and run it well, but we never said success.

As we all know, it's impossible for one quantitative trading company, like RENAISSANCE or TWO SIGMA, to share their money-making model, so AI-GridTrader, as a naive machine-learning trading model, is just for education or research. If you are a beginner who wants to design a machine learning model in financial market, maybe you can learn something from AI-GridTrader.

This version can't be work without suitable input. Take it as an architecture for AI+Trading.

This project had been designed:

== train -> cross validation to avoid overfitting -> test -> evaluation -> model selection

== clear function

== object oriented

== support parallel computing

== link live trading

by Maxwell, was cofounder of the company, General Manager after acquisition.

2018-02-06.[Today is remarkable, Dow Jones Industrial Average Index is crash, so is BitCoin. You know, it's not hard for an automatic trading system to recognize this pattern and short it.]