Request Research On A Dataset
Factor investing, earnings forecasts, alternative data. Do you have an investment strategy that can be optimized with machine learning?
ASSET CLASS
STRATEGY SAMPLES
STOCK UNIVERSE
PREDICTION HORIZON
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Equities
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Style Factor
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Earning Estimates
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Alternative Data
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Russell 3000
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MSCI ACWI
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Monthly
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Quarterly
SYSTEMATIC RESEARCH PROCESS
STEP 6
STEP 5
REAL TIME TRADING
LITERATURE
REVIEW
DATA PREPROCESSING
FEATURE
ENGINEERING
MODEL DEVELOPMENT
Setting up infrastructure to train your model real time
and execute orders in an automated trading environment.
Simulate a trading strategy using historical data to generate results and analyze performance before risking actual capital.
Start with baseline models then move to more complex machine learning. Use cross validation, grid search and others to optimize hyperparameters while not overfitting.
Using domain knowledge of the data to construct features that have predictive power of the output variable.
Research the findings of academic scholars in the related field.
Transforming raw data into an understandable format.