Machine Learning Trading Signals (ES,CL,GC,ZC) 20210202

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 GC GC 0.02 6 3 turtle2 0.04* 0.0 / sea 0.03* 0.0 / knn_uniform 0.03* 0.002 / value 0.01* 0.0 / ln 0.01* 0.004 / fst 0.01* 0.006 2021-02-02 ZC ZC 0.05 5 1 sea 0.11* -0.0 / value 0.07* 0.0 / turtle2 0.05* 13.64…