Machine Learning Trading Signals (CL) 20210115

CL

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• Default NAV for risk sizing is 30000 USD

Asset Asset Description KL n k rank latest_date CL CL 0.03 6 2 fst 0.1* -0.011 / ln 0.05* 0.042 / value 0.03* 0.0 / knn_uniform 0.01* 0.02 / sea 0.01* 0.0 / turtle2 0.0* 2.232 2021-01-14