Platform with built-in walk-forward optimization and machine learning

Discussion in 'Strategy Building' started by schizo, Nov 22, 2019.

  1. schizo


  2. gaussian


    That's because the problem of ML is not straight forward or easy in finance.

    Pick up Advances in Financial Machine Learning to get an idea. I'm not turning you off to the idea but it's not easy and you should appreciate the difficulty before going down this rabbit hole.

    NeuroShell trader or whatever is the only one I can think of. Otherwise, you're on your own. Python + Scikit Learn + Pyalgotrade or something is probably where you're gonna want to go.
    TooEffingOld and schizo like this.