Principal Components of the RSI | Machine Learning Trading Strategy in Python

A predictive model based trading strategy using the principal components of several RSI periods. Principal component analysis seeks to reduce dimensionality while preserving the maximum amount of information or variance. The model shown uses only the RSI as an input and is still quite effective. The principal components of the RSI and other indicators can be effective features for machine learning based trading strategies.



Code: github.com/neurotrader888/RSI-PCA


Links
en.wikipedia.org/wiki/Principal_component_analysis
en.wikipedia.org/wiki/Relative_strength_index


The content covered on this channel is NOT to be considered as any financial or investment advice. Past results are not necessarily indicative of future results. This content is purely for education/entertainment.