QUANTCON SINGAPORE 28-30 SEPTEMBER 2017
Dr Tom Starke will give a presentation on the 29 Sept with the title:
Demonstration of Machine-Learning Based Strategy Parameter Selection in Python
System Parameter Permutation (SPP) has been a hot topic in quantitative trading in the past few years. However, for most people this is still quite an abstract concept that is challenging to put into practise. This presentation will demonstrate how to apply SPP in practise and how machine learning can help to improve and automate this process. It also aims to demonstrate the importance of SPP as integral part of trading strategy development.