Refactor portfolio and fix grammar
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37 changed files with 546 additions and 451 deletions
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src/data/forex.ts
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src/data/forex.ts
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import forexMp4 from '../static/media/forex.mp4';
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import forexWebM from '../static/media/forex.webm';
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import { Video } from '../page/basics/video/video';
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export const forexTimelineElement = {
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title: `Predicting foreign exchange rates`,
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date: `2019 Autumn`,
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figure: new Video({
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mp4: forexMp4,
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webm: forexWebM,
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shouldActLikeGif: true,
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}),
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description: `
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From the animation, we can see that my implementation does a somewhat acceptable job at
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predicting (blue graph) the EUR/USD rates (green graph).
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`,
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more: [
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`
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In a nutshell, the algorithm (written in Python using NumPy, SciPy, and Flask)
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predicts in the frequency domain. The steps are the following: smoothing the input values,
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differentiating, applying a short-time Fourier-transformation with overlapped (and Hanning-windowed) windows,
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extrapolating and then applying the inverse of these transformations to the resulting values.
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`,
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`
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Of course, there is still plenty of room for improvement, but even with this simple algorithm
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a mostly profitable trading strategy is viable. In my free time I may put more work into it.
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`,
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],
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links: [],
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};
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