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YouTubeneurotrader
Applying Graph Theory to Algorithmic Trading | Time Series Visibility Graphs
Showing off visibility graphs for an algorithmic trading application. We compute visibility graphs of the price in a rolling window then compute network science metrics on the resulting graph to get an interesting indicator. Code: https://github.com/neurotrader888/TimeSeriesVisibilityGraphs Links https://en.wikipedia.org/wiki/Visibility_graph ...
15.6K viewsMay 24, 2023
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