Enhancing Backtesting: Forecasting Techniques with ML
quantjourney.substack.com
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
Enhancing Backtesting: Forecasting Techniques with ML
Enhancing Backtesting: Forecasting Techniques…
Enhancing Backtesting: Forecasting Techniques with ML
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