Machine learning for financial prediction: experimentation with David Aronson’s latest work – part 1 | Robot WealthMachine learning for Trading: Adventures in Feature Selection Updates: 2019: In this first Machine Learning for Trading post, we’ve added a section on feature selection using the Boruta package, equity curves of a simple trading system, and some Lite-C code that generates the training data. 2020: I’ve updated the original post with some new thinking about data-mining, refreshed the code, updated t
