So recently I was working on a small project to automatically place Forex trades according to predictions of some model. I had all the data in Google Data Storage, I had everything ready to go. My idea was to build a model that given previous forex open, high, low and close values, gives suggestion whether, to buy, hold or sell. The simplest version of the model that I wanted to build, let’s call this the alpha model, would make use of 5 minute aggregated forex data.

The Problem

One problem though, the data I had was tick data and it was partitioned…

Mark Cutajar

Dreamer, Data scientist and Entrepreneur

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