Monthly Archives: January 2014

Feature selection in trading algorithms

Posted on January 16, 2014 by mathtrading

Lately I have been looking for a more systematic way to get around overfitting and in my quest I found it useful to borrow some techniques from the Machine Learning field. If you think about it, a trading algorithm is … Continue reading →

Posted in On backtesting, Trading Strategies Design | Tagged , , , , | 14 Comments