data["target_reg"] = future_returns
def next(self): if self.model.predict(features) == 1: self.buy() algorithmic trading a-z with python and machine learning
Data is the fuel of your algorithm. "Garbage in, garbage out" applies heavily here. algorithmic trading a-z with python and machine learning
Creating a model that works perfectly on past data but fails in the future. algorithmic trading a-z with python and machine learning
Allows you to test a strategy on historical data before risking capital.