AI & Algo Trading

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Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies

blog.edarchimbaud.com

Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies

edarchimbaud
Sep 9, 2023
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Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies

blog.edarchimbaud.com
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Original paper

SSRN-id3325656.pdf

Trading rules

  • Focus on the SPX Index, accessible through futures or ETFs.

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