Machine Learning Trading Signals (ES,CL,GC,ZC) 20210308

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 4 knn_uniform 0.07* 0.014 / ln 0.05* 0.009 / ann_sgd 0.03* 0.047 / fst -0.0* 0.018 / sea 0.0* 0.0 2021-03-08 CL CL 0.03 6 3 fst 0.1* -0.006 / ln 0.05* 0.076 / value 0.03* 0.0 / knn_uniform 0.01* …