Quant Journey

Quant Journey

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Enhancing Backtesting: Forecasting Techniques with ML

Jakub's avatar
Jakub
Jun 24, 2024
∙ Paid

In this post, you will read about:

  • Advanced forecasting and ML for market prediction, integrated into backtesting engine,

  • Feature engineering and model evaluation strategies for trading systems,

  • SHAP analysis for interpreting model predictions.

Recently, we've extended the QuantJourney Backtesting Framework to incorporate forecasting capabilities. This enha…

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