Deep Learning Trading Strategy from the beginning to the production. Part II.

This is the second episode of the video series where we will try to create a trading strategy using the data science approach, deep learning models, TensorFlow 2.0 and tfx pipeline. In this video we will have a look at our data and and generate labels for our model. Also we will construct volume bars from ticks and try to find the best parameters for a holding period of our opened position. 00:15 Goals 00:36 Load data and see statistics 01:30 Why spread is important? 01:58 Spread exploration 02:49 Data la