Has anyone been able to produce viable ANN algorithms for trading? I have been reading LeAnn Yu's book on it and there are some very interesting theories I would like to try out.
I need advice on how to go about building the framework, what tools and APIs are required etc. My goal is to build a system that can run with as little interference as possible, so I was actuall thinking of streaming data to an online continuously learning feedback backprop. I know its wrong to ask advice about the actual network; all I'm asking is on frameworks to clean and prepare, and stream data, which APIs provide good sources of data and which brokers/platforms provide the best programming interfaces to the market etc. Thanks.