Original ideas of predictors for systematic trading

Navigating between stationarity and memory preservation: innovative ideas for accurate prediction in systematic trading

The examination of financial time series data is often problematic due to their non-stationary nature, i.e. trends and moving averages.

In the previous article, we looked at how to define and pre-process predictors. This week, we extend that study by presenting a few ways of defining original predictors and a Python implementation of a few simple predic…