Predicting market dynamics: the importance of robust target variables
We unveil the importance of robust target variables in trading strategies, how to create them and we show a practical Python coding example.
Welcome back. If you've been keeping up with my posts, then you know that we've embarked on a voyage through the fascinating world of systematic trading with artificial intelligence.
Last time, we saw that the step-by-step method for finding alpha with a trading strategy is to define a family of target variables.
Systematic Trading with AI is a reader-sup…