Machine Learning Trading Signals (ES,CL,GC,ZC) 20210226

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 4 fst 0.1* 0.001 / ln 0.05* 0.114 / value 0.03* 0.0 / sea 0.01* 0.0 / knn_uniform 0.01* 0.029 / turtle2 0.0* 2.232 2021-02-26 ES ES 0.03 5 3 knn_uniform 0.07* 0.009 / ln 0.05* 0.009 / ann_sgd 0.0…