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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Regime Predictive allocation

Regime Predictive allocation is a technique that has been used by some advanced participants in recent years and is still something that is actively being researched. This studies the performance of different trading strategies as a function of different economic indicators and then builds machine learning predictive models that can predict what kinds of trading strategies and what product groups are most likely to do well given current market conditions. To summarize, this allocation method uses economic indicators as input features to a model that predicts trading strategies' expected performance in the current market regime and then uses those predictions to balance allocations assigned to different trading ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content