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

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 3 knn_uniform 0.07* 0.012 / ln 0.05* 0.01 / ann_sgd 0.03* 0.032 / sea 0.0* -0.001 / fst -0.0* 0.019 2021-02-24 CL CL 0.03 6 3 fst 0.1* 0.0 / ln 0.05* 0.132 / value 0.03* 0.0 / sea 0.01* 0.0 / knn…