Particle Filter For Traders Course

17 January 2017, 07:53
Ahmad Hassam
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737

Particle Filter is a powerful Sequential Monte Carlo Method that is used in many fields.

Particle Filters are being used in robotics a lot.

But you will surprised to know that we can use particle filtering in trading also.

The most important information for a trader is to predict price after a certain period for example 1 hour.

We can build a particle filter that can predict what the price will be after 1 hour.

We can even build a particle filter that can predict the high, low and close price after 1 hour or whatever time period we choose.

In this Particle Filter For Traders Course, I teach you in simple terms how to build this particle filter.

I start from the very basics and then show step by step in easy simple terms how to build a particle filter that can be helpful in trading.

Today it is easy to build particle filters using R scripting language as well as Python scripting language.

Once you understand the theory behind particle filters in simple terms it is easy to code a particle filter.



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