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042: Bert Mouler – Harnessing the Power of Machine Learning for Money Making Algo Strategies

Chat With Traders

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Machine Learning: How to Generate 10,000 Systems

The algorithm randomly generates 10,000 trading systems. It then mashes them together to create an optimal set of trading systems. They are rated based on objective functions like sharp ratio or drawdown and number of trades. The goal is robustness rather than performance for the machine learning software.

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