DeepAI AI Chat
Log In Sign Up

Trading via Image Classification

by   Naftali Cohen, et al.
J.P. Morgan

The art of systematic financial trading evolved with an array of approaches, ranging from simple strategies to complex algorithms all relying, primary, on aspects of time-series analysis. Recently, after visiting the trading floor of a leading financial institution, we noticed that traders always execute their trade orders while observing images of financial time-series on their screens. In this work, we built upon the success in image recognition and examine the value in transforming the traditional time-series analysis to that of image classification. We create a large sample of financial time-series images encoded as candlestick (Box and Whisker) charts and label the samples following three algebraically-defined binary trade strategies. Using the images, we train over a dozen machine-learning classification models and find that the algorithms are very efficient in recovering the complicated, multiscale label-generating rules when the data is represented visually. We suggest that the transformation of continuous numeric time-series classification problem to a vision problem is useful for recovering signals typical of technical analysis.


page 2

page 6

page 7


Denoised Labels for Financial Time-Series Data via Self-Supervised Learning

The introduction of electronic trading platforms effectively changed the...

Intelligent Trading System: Multidimensional financial time series clustering

Multidimensional time series clustering is an important problem in time ...

Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination

Systematic trading strategies are algorithmic procedures that allocate a...

Dynamic Deep Convolutional Candlestick Learner

Candlestick pattern is one of the most fundamental and valuable graphica...

Multivariate Pair Trading by Volatility Model Adaption Trade-off

Pair trading is one of the most discussed topics among financial researc...

The Effect of Visual Design in Image Classification

Financial companies continuously analyze the state of the markets to ret...

Deep Learning Statistical Arbitrage

Statistical arbitrage identifies and exploits temporal price differences...