I want to use a model to trade in finanical market.
which i have several features, like macd, rsi, or other common features.
and my target is to make a tradeable predict in every time point.
so my target can be:
- yield in a fixed time laster, like, 30 min. yt = close(t+ws) - close(t)
- futures price direction, which only can be 1(price up in the future) -1 (price down in the future)
these are difference between regression and classification.
which one you think is better, and, any suggestions about this problem?