Trigonometric SVM Clustering Signal
I created a trigonometric SVM clustering signal utilizing k-means and finding the hypotenuse on fractional brownian motion samples simulating price data. The results do not account for taker effect on MM/toxic flow and scaleability has not been elucidated.
The Code:
![](https://cdn-images-1.readmedium.com/v2/resize:fit:800/1*1XlZ9Rla49iEOfzwmvjdbw.png)
The Results:
![](https://cdn-images-1.readmedium.com/v2/resize:fit:800/1*h2hycpqptI-N856LmpB_kw.png)
Play around with this one… I assure you, it’s simple; but has potential to be alpha with some tuning.