Quantitative investment and trading ideas, research, and analysis.
Thursday, April 01, 2021
Conditional Parameter Optimization: Adapting Parameters to Changing Market Regimes via Machine Learning
Every trader knows that there are market regimes that are favorable to their strategies, and other regimes that are not. Some regimes are ob...
Friday, January 22, 2021
The Amazing Efficacy of Cluster-based Feature Selection
One major impediment to widespread adoption of machine learning (ML) in investment management is their black-box nature: how would you expla...
Thursday, August 06, 2020
What is the probability of profit of your next trade? (Introducing PredictNow.Ai)
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...
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