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Mean absolute percentage error

Probablity error performance benchmark for a quant trading strategy, focusing on MAPE or mean absolute percentage error

Probablity error performance benchmark for a quant trading strategy,  focusing on MAPE or mean absolute percentage error There are not many examples but here is the list: I am more focused on MAPE or mean absolute percentage error Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka …

Probablity error performance benchmark for a quant trading strategy, focusing on MAPE or mean absolute percentage error Read More »

Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE?

Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE? As usual these are unknown so the set of examples is very limited http://stackoverflow.com/questions/9104171/how-to-calculate-mape-for-training-test-set-in-application-of-neural-network-in <– rolling window for machine learning http://www.mathworks.com/matlabcentral/fileexchange/15130-error-related-performance-metrics/content/errperf.m http://www.mathworks.com/matlabcentral/fileexchange/15130-error-related-performance-metrics http://www.mathworks.com/matlabcentral/fileexchange/31562-data-driven-fitting-with-matlab/content/Load_Forecasting.m http://www.mathworks.com/matlabcentral/fileexchange/31562-data-driven-fitting-with-matlab Join my FREE newsletter to see how we could implement this for …

Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE? Read More »

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