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How to understand your prediction model and use it in real algorithmic trading? 🧵🧵🧵
Get a cup of tea or coffee and enjoy new knowledge.
#Trading #MachineLearning #ExplainableML #xAI #Shapley
Get a cup of tea or coffee and enjoy new knowledge.
#Trading #MachineLearning #ExplainableML #xAI #Shapley
In AlgoTrading it is really important to understand why your model and strategy work or does not work. Having that knowledge, you can adjust your features, build a better model or use this model in other cases.
I do not believe in putting some data creating for 1 day and doing Neural Networks in order to beat the market. In order to do it, you have to dig deep down into the data, and eventually you will find something good.
