Is there anybody out there?

NoelNoel Member Posts: 82 Maven
edited March 2019 in Help
Using RapidMiner for/in conjunction with:
  • financial modeling
  • systematic trading
  • backtesting
  • time series of asset prices, etc.
  • anything similar
It would be great to build a (sub)community and learn from one another/avoid reinventing the wheel, help each other out, encourage one another!

@Thomas_Ott, @sgenzer, @tftemme, @IngoRM

Best Answers


  • sgenzersgenzer Administrator, Moderator, Employee, RapidMiner Certified Analyst, Community Manager, Member, University Professor, PM Moderator Posts: 2,959 Community Manager
    edited March 2019
    Hello @Noel well you certainly know how to tag all sorts of people on this community. It's fortunate as there are no categories or sub-categories in this community; the entire structure is based on tags. Have you explored the Finance tag of the community? This seems like a good place to start. Just click. :wink: 

    You can also search for a tag at any time:


  • hughesfleming68hughesfleming68 Member Posts: 323 Unicorn
    edited March 2019
    I think Rapidminer is good for this but it is not a back testing tool and it would be challenging  to use it on real time data . Building machine learning models on financial time series is very difficult. My guess is that quants who have been able to do it won't be willing to share their ideas on the internet very willingly. Nevertheless, the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado has a lot of useful information on this subject and lots of good advice. You would have to be up to speed in Python to understand the code but with some tinkering, you can get the code to work in Rapidminer by using the Python extension.
  • NoelNoel Member Posts: 82 Maven
    hughesfleming68 and @sgenzer for the responses!

    @hughesfleming68- I take your point, but I'm not after anyone's special sauce. RM seems like a great rapid prototyping and investigatory tool and I've learned a ton using it. But, have others used it with time series data, to posit trading strategies, backtest them, etc.? If not, should I instead be focusing on Python techniques if I'm interested in this domain and avoid going down this rabbit hole?

    Also, there are nonproprietary things, such as what other software/tech folks have integrated with RM, the basic design of systems they've built, and nuts and bolts RM process-issues people have encountered that could be shared... @Thomas_Ott 's youtube vids are the only "sharing" I've seen.

    Any additional thoughts would be greatly appreciated.
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