AI-powered real-time forex classification engine using strategic financial market analysis and time series forecasting of historical data of 30+ years to optimize trading strategies in dynamic markets
This project leverages real-time forex transaction data to:
- Calculate inter-currency correlations
- Extract advanced statistical features like Keltner Bands and Fractal Dimension (FD)
- Classify currency pairs as Forecastable, Partially Forecastable, or Non-Forecastable
- Optimize financial decision-making through machine learning (PyCaret) pipelines
Implemented & optimized a Long/Short trading strategy to profit from anticipated price movements.
- Going Long (“Buying”) or Going Short (“Selling”)
- Univariable time series regression to choose whether to go long or go short
- Optimization startegies like threshold and prioritizing short term trends to increase profit by 76%
- Python
- Database - MongoDB, SQLite, ArcitcDB
- Machine Learning - PyCaret - Regression and Classification
- Deep Learning - Neural Networks, RNN, LSTM
- Libraries -
- Visualization - Matplotlib / Seaborn
- Scheduling - RepeatedTimer
- Pandas, NumPy, Scikit


