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 2 turtle2 0.04* -0.348 / sea 0.03* 0.0 / knn_uniform 0.03* 0.002 / value 0.01* 0.0 / fst 0.01* 0.001 / ln 0.01* 0.004 2021-02-04 ES ES 0.03 5 1 knn_uniform 0.07* 0.002 / ln 0.05* 0.007 / ann_sgd …