I found Quantopian while trying to find a way to create automatic trades based on a GBM (actually a series of GBMs) I have built. Are there any solutions yet to putting machine learning models into Quantopian? I searched and found a few threads with some suggestions, but they were either labor intensive or impractical, and the last item I found was from about six months ago.
Ideally, I'd pickle the model locally, then upload it and open it during the initialization of the algorithm. Quantopian has the sklearn library, which is what I'd need.
I have too much data to upload and train the model within Quantopian (25MB limit/1GB of data). Plus, it would take far too long.
Converting the model to Base64 and include in-line in code was another suggestion... has anyone done this successfully? That still requieres the model to be pickled/unpickled, which we don't have access to?