Predicting forex binary options using time series data and machine learning

Here we'll get past forex data and apply a model to predict if the market will close red or green in the following timestamps.

I want to credit @hayatoy with the project ml-forex-prediction under the MIT License. I was inspired to use a Gradient Boosting Classifier by this project, which was implemented using Python 2 and Yahoo Finance.

About the data

• The csv files were extracted from Dukascopy.
• The forex that we try to predict here is USD/CAD.
• All datetime indexes are in GMT.

About installation

To run this project, you'll need the following enviroments and libraries:

• Python 3.X
• Jupyter Notebook
• Numpy
• Pandas
• Scipy
• Sklearn
• Matplotlib