That's awesome, perfect timing hah! The framework (using a GAN) I was going to go with is based on this article, which I found super insightful. There seem to be problems with it based on the comments people have left so I'm not sure the results would hold up, but, even if that's the case, it still covers a bunch of topics that come into play when trying to build a ML model for trading.
I'd definitely be down for a chat! This weekend wouldn't be great for me, but maybe we can plan for next weekend? As for collaborating, I'd be happy to share ideas and strategies. I understand why people tend to be protective of that stuff, but, honestly, I feel like the pool is so big it wouldn't make a difference unless everyone started doing the same thing lol. I'm actually using this as an excuse to learn machine learning, so I'd prefer to work on the code part separately. Still, the interesting/tricky stuff is in what strategy and ML approach to use, so there's a lot that can be gleaned from sharing there.
I'm not 100% sure how I'm going to approach cashing out. Right now, I think setting some sort of stop loss is the most sane way to go about it. What I'm less sure about is how to go about determining those stop loss values. Could be interesting to apply ML to that too...
Also, I'm reconsidering using a GAN. Came across this Corsera course that uses RL instead. Going to be going through that the next few days and see what comes of that.