The Backtesting Logic Behind Pattern Lab
The following article describes a backtesting logic of our pattern-finding application called Pattern Lab. …
Technical Updates of the Rebalancing Application
Our rebalancing application creates automated orders for the Interactive Brokers‘ desktop application Trader Workstation. …
New SFA features
We have deployed a new version of our SFA (Summary of Financial Articles) software. …
Feature Selection
As part of the research used, for example, in the StockPicker application we have been researching the selection of variables enterings. When there are too many variables, the model has a worse ability to generalize and therefore is less robust and more prone to errors. …
Feature Binning and Quantile Transformation
As part of the research used, for example, in the StockPicker application, we have recently implemented the method Feature Binning and Quantile Transformation to better classify data. Due to upgraded data preparation, our machine learning models now achieve better results. You can see this in …