Research

[kad568]

How can I use ML in trading?

• generate many strategies and see if averaged sharp ratio is much better than average
• assign probability to trade
• capital allocation based from the probability What makes a good ML model?
• diverse range of features
  • technical
  • futures/options data
  • onchain
  • order book
  • TVL labels

[kad568]

data pre-processing :

• collecting
• describing
• exploring
• verifying quality

(lesmeister 2015) https://www.youtube.com/watch?v=4LmjunPX0jE&ab_channel=ULFinance