Category Archives: Machine learning
A stock market correction is underway. Below are two charts with measures of the progression of the correction for five key indexes.
In this article we compare the out-of-sample performance of a trading strategy and a machine learning model that use the exact same features.
In this article we include R code for applying binary logistic regression classification to attribute data generated by DLPAL PRO and scoring a new instance.
We are pleased to announce that a demo version for DLPAL PRO v2.0 is now available for download. Demo users can generate unlimited historical attribute files for unlimited securities to test with machine learning for a full 20 days with … Continue reading
DLPAL PRO’s advanced capabilities are used to implement a long/short ETF strategy. We present the flow and examples of historical attribute, test/train and scoring files. A Binary Logistic Regression classifier is used to obtain the final results.