Machine Learning Trading Signals (ES) 20210115

ES

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• Default NAV for risk sizing is 30000 USD

Asset Asset Description KL n k rank latest_date ES ES 0.03 5 4 knn_uniform 0.07* 0.007 / ln 0.05* 0.009 / ann_sgd 0.03* 0.002 / sea 0.0* -0.0 / fst -0.0* 0.002 2021-01-14