Implement pairs trading algorithm using Random Forests




Geet India


OpenAug 19, 2018
Implement pairs trading algorithm using Random Forests.
No overfitting.

Acceptance test: Metrics for 2000-2017:
Sharpe Ratio: 2
Performance: 30%

Preferred platform: Quantconnect.

Skills & Expertise Required

Machine Learning 

Offer to work on this project closes in 23 days!

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