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machine learning in trading strategy

Auto learning models for 100% better returns in Algo-trading

How to think about training and utilizing ML models for recursive trading.

Abhay Pawar

Predicting stock markets has been an attempt a dish out of people have chased. I spent about 6 months edifice an goal-to-end Milliliter system for algorithmic trading. I've been running the production system to place report orders for the parthian 5 months and generated returns of 23% as compared to Sdanamp;P-500's 10.7%. Returns and risk metrics for paper trading and backtesting shown below.

machine learning in trading strategy

Source: https://medium.datadriveninvestor.com/machine-learning-models-for-market-beating-trading-strategies-c773ba46db66

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