Tag Archives: sound

I do not recommend this: Free Software on statistically sound machine learning for algorithmic trading

I do not recommend this: Free Software on statistically sound machine learning for algorithmic trading

statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf
statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf

statistically sound machine learning for algorithmic trading – See more at: http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpuf

We looked at this which we do not recommend. It is so complicated since it is free. Need support? Pay for the documentation and support  A bad model to work from.

AronsonPresident of Hood River Research, kindly provided this excerpt from his book, ‘Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB.’

Download the excerpt here.

This book explores key topics like:

  • How to estimate future performance with rigorous algorithms
  • How to evaluate the influence of good luck in backtests
  • How to detect overfitting before deploying your system
  • How to estimate performance bias due to model fitting and selection of seemingly superior systems
  • How to use state-of-the-art ensembles of models to form consensus trade decisions
  • How to build optimal portfolios of trading systems and rigorously test their expected performance
  • How to search thousands of markets to find subsets that are especially predictable
  • How to create trading systems that specialize in specific market regimes such as trending/flat or high/low volatility

In this excerpt, David introduces TSSB (Trading System Synthesis & Boosting), and lays out two approaches to automated trading.

http://www.terrapinn.com/template/live/engage.aspx?e=6126&d=13131#sthash.i3gbb2CV.dpbs

Join m y fREE newsletter to learn how to properly build machine learning systems

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!