Demystifying data modeling for algorithmic trading

An in-depth guide to the specific challenges encountered in data processing for algorithmic trading, with practical strategies for building robust and efficient models.

Hello everyone. Hope you're all well. I'm delighted to be back with you for one last article before the summer break.

In previous episodes, we've explained that building a strategy is essentially a matter of predicting target variables (a future trend, an imminent reversal) from signal variables (a past trend, a change in volume, etc.). We have detailed …