Quantitative Trading

Quantitative investment and trading ideas, research, and analysis.

Thursday, April 01, 2021

Conditional Parameter Optimization: Adapting Parameters to Changing Market Regimes via Machine Learning

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Every trader knows that there are market regimes that are favorable to their strategies, and other regimes that are not. Some regimes are ob...
6 comments:
Friday, January 22, 2021

The Amazing Efficacy of Cluster-based Feature Selection

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One major impediment to widespread adoption of machine learning (ML) in investment management is their black-box nature: how would you expla...
10 comments:
Thursday, August 06, 2020

What is the probability of profit of your next trade? (Introducing PredictNow.Ai)

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What is the probability of profit of your next trade? You would think every trader can answer this simple question. Say you look at your his...
31 comments:
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Ernie Chan

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