213: John Roberson – An Obsession with Edge, Powered by Automation
Chat With Traders
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How to Use a Random Forest to Improve Machine Learning
CNN's John Defterios talks about how he trains his machine learning algorithms. He says the things that have worked for him are OLS, Excalibur and XGBoost. The algorithm is based on a clustering of traders into two clusters: mean reversion and momentum. It can be used to identify winners and losers in different trading groups.
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