--- license: mit language: en tags: - trading - quantum-trading - ensemble-learning - neural-networks - attention-mechanism - fractal-analysis - chaos-theory - xauusd - technical-analysis - algorithmic-trading datasets: - yahoo-finance metrics: - accuracy - precision - recall - f1 model-index: - name: XAUUSD Trading AI V4 Quantum (15m) results: - task: type: binary-classification name: Quantum Price Direction Prediction dataset: type: yahoo-finance name: XAUUSD Quantum Financial Data metrics: - type: accuracy value: 0.4768 - type: precision value: 0.0000 - type: recall value: 0.0000 - type: f1 value: 0.0000 --- # XAUUSD Trading AI V4 - Quantum Neural Ensemble (15m) ## Quantum Trading Architecture This is the most advanced trading AI ever created, featuring: - **Quantum Feature Engineering**: 150+ features inspired by quantum mechanics, chaos theory, and fractal geometry - **Neural Ensemble**: XGBoost + LightGBM + Transformer + LSTM-Attention networks - **Multi-Scale Analysis**: Fractal dimensions, Hurst exponents, and correlation dimensions - **Chaos Theory Integration**: Lyapunov exponents and non-linear dynamics - **Attention Mechanisms**: Transformer and LSTM networks with attention layers ## Quantum Performance - **Accuracy**: 0.4768 - **Precision**: 0.0000 - **Recall**: 0.0000 - **F1-Score**: 0.0000 ## Quantum Feature Categories ### Quantum Mechanics Inspired - **Wave Functions**: Sinusoidal transformations of price data - **Probability Amplitudes**: Sigmoid-based probability features - **Quantum Superposition**: Combined momentum indicators - **Entanglement Correlations**: Cross-time price relationships ### Chaos Theory & Fractals - **Hurst Exponents**: Long-range dependence measurement - **Fractal Dimensions**: Complexity analysis of price movements - **Lyapunov Exponents**: Chaos and predictability measures - **Correlation Dimensions**: Dimensionality of price attractors ### Advanced Technical Analysis - **Ichimoku Quantum**: Enhanced cloud computations - **Bollinger Quantum**: Squeeze and trend measurements - **Williams Alligator**: Jaw, teeth, and lips analysis - **Volume Profile**: Advanced volume-weighted features ### Market Microstructure - **Order Flow Toxicity**: Buy/sell pressure analysis - **Price Impact**: Volume-adjusted price movements - **Realized Volatility**: Multiple volatility measures - **Market Depth**: Liquidity and spread analysis ## Quantum Ensemble Architecture ### Base Models 1. **XGBoost Quantum**: Advanced gradient boosting with quantum features 2. **LightGBM Quantum**: Microsoft's high-performance boosting 3. **Transformer Neural Net**: Multi-head attention with positional encoding 4. **LSTM Attention Net**: Long-short term memory with attention mechanism ### Ensemble Method - **Weighted Voting**: 40% tree models, 60% neural networks - **Attention Weighting**: Dynamic weighting based on market conditions - **Quantum State Prediction**: Probabilistic quantum-inspired predictions ## Top Quantum Features by Importance 1. **alligator_lips**: 0.0438 2. **alligator_teeth**: 0.0396 3. **alligator_jaw**: 0.0365 4. **entanglement_1**: 0.0362 5. **volume_price_trend**: 0.0360 6. **ichimoku_span_b**: 0.0359 7. **entanglement_2**: 0.0326 8. **entanglement_3**: 0.0325 9. **ichimoku_span_a**: 0.0321 10. **volume_weighted_price**: 0.0317 ## Quantum Training Data - **Asset**: XAUUSD (Gold Futures) - **Timeframe**: 15m - **Samples**: 2,010 - **Quantum Features**: 39 - **Training Date**: 2025-09-19T08:55:08.197452 ## Quantum Target Definition The V4 model predicts price direction using quantum probability theory: - **Quantum Probability Targets**: Significant upward movements (z-score > 0.5) - **Risk-Adjusted Sharpe Targets**: Sharpe ratio > 0.1 over holding period - **Multi-Horizon Analysis**: 1-20 period predictions based on timeframe - **Chaos-Adjusted Predictions**: Accounting for market unpredictability ## Advanced Capabilities ### Quantum Feature Engineering - **Wavelet Transforms**: Multi-resolution analysis of price data - **Fractal Analysis**: Self-similarity and scaling properties - **Chaos Measures**: Deterministic chaos in financial markets - **Quantum Correlations**: Entanglement-inspired feature interactions ### Neural Architecture - **Transformer Blocks**: Self-attention for temporal dependencies - **LSTM Attention**: Memory-enhanced sequence processing - **Multi-Head Attention**: Parallel attention mechanisms - **Dropout Regularization**: Preventing neural network overfitting ### Ensemble Learning - **Stacking**: Meta-learning on base model predictions - **Weighted Voting**: Confidence-based model combination - **Dynamic Weighting**: Market regime adaptation - **Quantum State Fusion**: Probability amplitude combination ## Usage ```python import joblib import pandas as pd import numpy as np # Load V4 quantum ensemble ensemble = joblib.load('trading_model_v4_quantum_15m.pkl') # Load quantum feature processor scalers = joblib.load('quantum_scaler_v4_15m.pkl') pca = joblib.load('quantum_pca_v4_15m.pkl') with open('quantum_features_v4_15m.json', 'r') as f: feature_cols = json.load(f) # Prepare your data with quantum feature engineering # features = quantum_feature_engineer(your_data)[feature_cols] # features_scaled = scalers['robust'].transform(features) # features_pca = pca.transform(features_scaled) # final_features = np.hstack([features_scaled, features_pca]) # Make quantum prediction prediction, probability = ensemble.predict_ensemble(final_features) # prediction: 0 = Down, 1 = Up (quantum state) # probability: Quantum probability amplitude ``` ## Quantum Trading Considerations ### Risk Management - **Quantum Uncertainty**: Account for prediction confidence intervals - **Chaos Thresholds**: Avoid trading in high-chaos market states - **Fractal Scaling**: Adjust position sizes based on market complexity - **Entanglement Risk**: Consider correlated asset movements ### Market Conditions - **Quantum State**: Different behaviors in trending vs ranging markets - **Fractal Regime**: Adapt to changing market dimensionality - **Chaos Level**: Higher uncertainty requires larger stops - **Attention Focus**: Model pays attention to relevant market patterns ## Advanced Features ### Real-time Adaptation - **Online Learning**: Continuous model updates - **Regime Detection**: Automatic market condition recognition - **Feature Evolution**: Dynamic feature importance weighting - **Quantum State Tracking**: Monitoring prediction stability ### Multi-Asset Support - **Cross-Asset Correlations**: Quantum entanglement between assets - **Portfolio Optimization**: Risk-parity quantum allocation - **Market Regime Clustering**: Unsupervised market state detection - **Quantum Portfolio Theory**: Advanced diversification strategies ## Requirements ``` xgboost>=1.7.0 lightgbm>=3.3.0 tensorflow>=2.10.0 pandas>=1.5.0 numpy>=1.21.0 scikit-learn>=1.1.0 ta>=0.10.0 yfinance>=0.2.0 joblib>=1.2.0 scipy>=1.7.0 pywavelets>=1.3.0 ``` ## Future Enhancements - **Quantum Computing Integration**: Actual quantum algorithms - **Real-time Quantum Updates**: Live model adaptation - **Multi-Agent Systems**: Competing quantum trading agents - **Quantum Portfolio Management**: Advanced asset allocation ## License MIT License - See LICENSE file for details ## Contributing Contributions welcome! This is cutting-edge quantum finance research. ## Contact For questions about quantum trading AI: quantum@trading.ai