Post #2037 by FlyingCircus on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Ram, thank you SO MUCH for posting this. I've been looking for some lever to learn more about ML, but more specifically a tool that may help with some basic predictive modeling for these long-used timing signals - statistical analysis beyond brute-force single-factor correlation formulas. Without building simplistic python scripts or spreadsheet regressions or R models to come up with difficult-to-interpret and disappointing r2s.

So I'm going to try out scikit-learn.

FC

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