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owrior / portfolio-analytics

Module for tracking portfolio performance.
MIT License
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0 for all xgboost validation metrics #41

Closed owrior closed 2 years ago

owrior commented 2 years ago

All validation metrics are reporting 0 for all stocks for xgboost. This is most likely due to the 4 decimal rounding - I think this needs to be taken to the power of the exponential so that it is a more helpful number.

owrior commented 2 years ago

Actually it was a spurious .round() before the 4 decimal rounding. RMSLE has been added for more comparable analysis.