questions

a) what will be better episodic data or continuous episode?
My intution say episodic but i guess the only way to test this is by writing both code

b) How to do data normalization?
Common method used by people is 5 day moving average but I guess should change.

c) We should use data from both exchange to predict movement (read lot of algo trader to that).
I will be starting with Sensex data so exchange thing is not applicable, thought I might use sensex future also in the input.

d) We can update algo to predict quantity also as ultimate effort for an algo should be to make actual gain at the end of particular time period positive.
Yes, this is nice to have once I get intiall successes


#Data processing few things:
a) Do PCA to reduce dimension and also check out which field are related.