Crying Red Koala

Description: By using convolutional neural network (CNN), price and volume series were smoothened and collectively considered in non-linear perspective to yield a possible more accurate price predictions on short interval. This strategy first predicts the return and its confidence by the trained CNN using historical trade data, then bet on positive return predictions using Kelly Criterion. The return prediction is for the next 5 days, so we'll hold the position for 5 days, while rebalancing daily to early-realize the profit.