I’m a big fan of the folks at RobotWealth, the great work they are doing and their efforts to educate others. One of my favorite posts from @Kris goes into great detail about features, the importance of stationarity, and other key considerations when applying ML to trading. I shared this with a friend recently, and he summarized this gem of a post into key takeaways, and I thought to share some...
On ML: For ‘Feature’ Consideration
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