Deep Learning based analysis and prediction model for CME S&P 500 Index E-Mini Futures (ES1) stock is a 2nd Generation Non-linear Autoregressive (NAR) model based on the LSTM/GRU Recurrent Neural Network architecture.
Model is in the production pipeline since July 20, 2016.
Market data for ES1 model training are being downloaded from the Quandl premium datasets on a daily basis.
Model is being retrained on a regular basis.