Posts Tagged ‘Using R’

Using R in Algorithmic Trading: Back-testing a machine learning strategy that retrains every day

On my last post we went into the world of machine learning with the building of a simple machine learning model using a support vector machine to attempt to predict the daily returns of the UUP in R. However failing to or being able to predict the return of a series is no indicative of actual trading success […]

Subscribe to RSS Feed Follow me on Twitter!
Show Buttons
Hide Buttons