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Project Feasibility on QuantConnect

Hi QuantConnect Community,

I am contemplating about a trading project with the following workflow:

1. The research part includes fitting a random forest model on historical data and save the model

2. The live trading/backtesting part would involve invoking the saved model and feed in real-time data to get a prediction response

I am wondering if I could do both 1 and 2 on the QuantConnect Python Platform? Any pointers would be much appreciated. Thanks a lot.

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Hey Daniel,

Unfortunately at this time, there's no way to save your weights in research. We've opened an issue to implement ObjectStore in the research enviornment. For now, you can train your model in the research environment and then copy over the weights manually into the backtesting environment. If you want to save your weights somewhere, you can upload the weights to dropbox and then download it in the algorithm.

You can also checkout this blog post walking you through an application of random forest machine learning.

Best
Rahul

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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