Machine Learning Trading Signals (ES,CL,GC,ZC) 20210204

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* 0.003 / fst 0.01* 0.008 / ln 0.01* 0.003 / value 0.01* 0.0 2021-02-03 ES ES 0.03 5 1 knn_uniform 0.07* 0.004 / ln 0.05* 0.01 / ann_sgd 0.03*