You've heard of crypto trend signals.
Have you wondered how they were created?
Today, I actually show you guys how to create a performant, scalable trend signal. Hint: It's going to be a smart ensemble of weak trend estimators.
Randomly giving out free articles for retweets!
discretionary view, quantitative portfolio for thematic brypto long/short
probs one of the "harder" articles to write about (skill issue for me) but I write to level myself up so gotta give it a try
as usual giving access to some who RT
ref @macrocephalopod@__paleologo
now that the "tariff/trade war regime" is here, probably a good time to post this
the only exception I make for "regime" based models in quant trading
w python lgbm code
as usual giving access to some who RT
ref @macrocephalopod@AgustinLebron3@choffstein
Okay LASSO is meh, but what makes Ridge good?
what made me fell in love with ridge
new year, another year where I will run thousands of Ridge Regressions. if you're not part of the Church of Ridge Penalty, it's still not too late to join
as usual giving access to some who RT
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