Deep Learning for Forex Trading

Many research papers cover the prediction of financial time series but only a small number of them speak about the application in a real trading strategy. Most of the time the research only gives the performance metrics of the model (accuracy, RMSE, …) but without trying to transform it into a profitable strategy. When we talk about financial time series, we talk about stochastic processes, meaning it deals with a lot of randomness. For this reason, it's unrealistic to expect getting an accuracy similar to the ones obtained in many other applications of Deep Learning. So, don't expect getting a 80% accuracy when predicting the market to go up or down for a given time horizon.