Machine Learning Trading Signals (ES,CL,GC,ZC) 20210127

ES,CL,GC,ZC

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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* 0.011 / ln 0.05* 0.006 / ann_sgd 0.03* 0.015 / sea 0.0* -0.0 / fst -0.0* 0.009 2021-01-27 ZC ZC 0.05 5 1 sea 0.11* 0.0 / value 0.07* 0.0 / turtle2 0.05* 13.641 / ann_sgd 0.01*…