During my recent quest for machine learning based mechanisms to improve out-of-sample trading performance I have built a model that is able to classify systems when they are mined to select systems with higher chances of success for the first 6 months of out-of-sample trading. However this model has the limitation that it works only […]
Posts Tagged ‘eye openers’
Building a model for continuous out-of-sample performance prediction
September 12th, 2016
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