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131: Morgan Slade – Strategy Development, Powered by Machine Learning

Chat With Traders

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How to Narrow Down the Search Space to Settle on Actual Features You Feed Through Your Machine Learning Algorithm

A decision tree is a set of rules that most efficiently classifies you know the good and the bad traits. It does something you know called mean entropy minimization to do that in the end it's just a math problem that somebody else solved for us, we get the benefit of. One of the methods of figuring out which features to use is to create a bunch of decision trees  and count how many times each feature was used then rank them from most frequent to least frequent based on frequency of use.

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