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Precision vs. Recall in ML Classification
In financial machine learning, particularly when predicting between three classes like “buy,” “sell,” and “hold,” the choice between optimizing...
April 18, 20240 -
Calculating Value-at-Risk using Historical Simulation
The Historical Simulation Method is a straightforward approach to calculate Value at Risk (VaR) by using historical market data...
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The Value of Quantifying Value-at-Risk (VAR)
VaR, or Value at Risk, is a statistical measure used to quantify the potential loss on a financial investment...
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Understanding Fundamental vs. Technical Analysis
Trading in financial markets involves the analysis of various factors to make informed decisions about buying or selling assets....
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Mitigating Data Snooping with the Bonferroni Correction
Mitigating Data Snooping in Algorithmic Trading: A Guide to Out-of-Sample Testing with Bonferroni Correction Data snooping, the inadvertent discovery...
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Data Snooping Pitfalls in Algorithmic Trading
Unraveling the Pitfalls of Data Snooping in Algorithmic Trading Strategy Selection Algorithmic trading has revolutionized financial markets, allowing traders...
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30 ETFs to Consider for Your Investment Portfolio
Understanding correlation is crucial for building diversified portfolios. Investors use correlation analysis to balance risk and return in their...
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WTF is an ETF?
Exchange-Traded Funds (ETFs): A Brief History An Exchange-Traded Fund (ETF) is a type of investment fund and exchange-traded product...
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Methods of Scaling Data for Machine Learning
Why scale feature data? Scaling is an important preprocessing step in machine learning, especially when dealing with features that...
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Simultaneous vs. Separate Long / Short Strategy Optimization
Simultaneous Optimization When you optimize a trading strategy for long and short positions simultaneously, you’re trying to find a...