A first machine learning trading strategy, honestly measured: SPY direction with a random forest, chronological split, costed backtest vs buy and hold, block bootstrap Monte Carlo, and the paired experiment on seeds that changed the answer
davidalmeida90/ML-for-beginners: A first machine learning trading strategy, honestly measured: SPY direction with a random forest, chronological split, costed backtest vs buy and hold, block bootstrap Monte Carlo, and the paired experiment on seeds that changed the answer
