Search results

It seems like I've got some interest in the algorithm. I don't have much free time on my hands but I'll post the cross-validation sets since I know it'll be somewhat worthwhile.

Since the models only use a small number of features, it's impossible to crank out arbitrarily high returns. But you're totally right, I should have done cross-validation before posting this. The models are selected based on trading performance, but they're NOT trained on trading performance...

I created a new algorithm from scratch that predicts the bitcoin price of bitstampUSD. Preliminary testing yields results around 200% gains per year on top of market fluctuations and initial investment, not accounting for trading fees, with one trade per day. I'm looking for someone willing to...