Combining discretionary trading, risk management and ML as an art

March 31st, 2018, 03:05 PM

In this thread I had used the example of up days, down days, inside days, outside days and other for binning.
In the database there are 752 records. (one per day).

In looking for an estimate of the RTH midpt I have been doing some analysis - regression analysis.

There were
up days = (199 days)
down days = (160 days)

March 31st, 2018, 09:00 PM

I have posed a stats question in the information help box:

stats question about information gain in linear multiple regression

I have a stats question on linear regression.

In working with my spreadsheet, I was looking for a predictive relationship between several "independent" (X) variables (for ES) to one "dependent" (Y).
A simple regression between X1 and …

Combining discretionary trading, risk management and ML as an art

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Combining discretionary trading, risk management and ML as an art