Walters Naked Trading strategy is centered around a concept of investor fatigue and how to detect when the current trend is exhausted and is likely to reverse. I have not tested the strategy but I think it provides a nice framework for a well bounded ML problem that could be useful for the Apply Machine Learning for Investing meetup group.
I watched this presentation during my mandatory exercise time yesterday. It seems like a well bounded but non-trivial way get started testing various ML ideas. I added my ideas about how to think about automating for ML below. Continue reading “Ideas for Automating Naked Trading using ML Techniques”