Kolmogorov-Smirnov test as regime switcher

Kolmogorov-Smirnov test is a nonparametric test of the equality of continuous distribution that can be used to compare a sample with a reference probability distribution. KS-test is usually referred as goodness of fit test, but also it's test for "normality" (if our...

Support Vector Machines (SVM) classifier (SVC) combining mean reversion and momentum indicators for forex using Python

OK, I'm continuing my dive into machine learning. I will make two indicators - RSI, which tries to represent (as believed), mean reversion (more acurrately probably - momentum) and momentum indicator in the form of relationship between price and moving average. I will...

Forecasting anything using anything with naive Bayes, Python, pandas (sample strategy)

This is huge subject, so I'll try it cover very fast. I'll try to find relationship between some data (in this case signal would be XLF, financial sector ETF, delayed by 1 day) and target would be S&P500 futures in the CFD form. Probably we'll go long on zero...
Page 1 of 1012345...10...Last »