I think I understand the point you are trying to get across and your reasoning. And I would definitely say trading from some sort of ML black box...
Hi indicator77, thank you for the feedback, it was clear, concise and informative. The main objective of this paper was to provide a balanced...
At a few prop shops. But in the past year I switched away from discretionary trading to a more quantitative and systematic methodology. It really...
Artificial neural networks (NN) are a type of ML algorithm that aims to mimic the way the brains works, in terms of its neurones, synapses,...
I definitely wouldn't say your dumb because you don't understand it yet. I personally took, and highly recommend Andrew NG's coursera online...
Well I would say by substantially dropping the leverage of the ML improved system, you could get returns of about 25% with a drawdown of about 7%...
I separated the trading data into 3 groups (Training, CV, Test). But only used the test set data group for an unbiased comparison of the results...
No. I know I wrote the document like a thesis, Its just that I wanted it to be be decently thorough and well referenced.
I found in my research ML really did help, at least in terms of a smaller a drawdown, greater trade expectancy, higher win percentage etc....
You're welcome, and I am really glad to hear you found it interesting!
You're welcome Baron. Thanks for the feedback.
I have attached a document I wrote on how to improve systematic trading using machine learning. I personally found some interesting results....
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