How to Build a Winning Machine Learning FOREX Strategy in Python: Feature Creation (2)

In this video I will explain the first step in fitting a fourier, sine, or cosine function to financial data. That first step is DETRENDING.

Detrending data consists of removing the dominant market trend from the data so that we have a stationary time series. In the video I cover the two most popular methods for detrending price data: linear, and difference.

Detrending is a fundamental first step to take before making any Fourier or Sine series financial functions. In the next video, I will create the fourier and sine series functions using the detrending method described in this video!

Leave a Comment

Your email address will not be published. Required fields are marked *