Machine Learning Trading Signals (ES,CL,GC,ZC) 20210224

ES,CL,GC,ZC

Please Sign up or Login to see the paid content.

• Default NAV for risk sizing is 30000 USD

Asset Asset Description KL n k rank latest_date CL CL 0.03 6 2 fst 0.1* -0.007 / ln 0.05* 0.126 / value 0.03* 0.0 / sea 0.01* 0.0 / knn_uniform 0.01* 0.028 / turtle2 0.0* 2.232 2021-02-23 ZC ZC 0.05 5 1 sea 0.11* -0.0 / value 0.07* 0.0 / turtle2 0.05* 13.6…