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What is Futures Trading with Machine Learning about?

This document discusses an algorithmic trading strategy developed for the Quantiacs futures trading competition using machine learning techniques. The strategy aimed to predict future price changes and volatility for 27 futures contracts based on past trading data in order to determine optimal buy/sell signals. Various machine learning models were tested on predicting returns over 20 days and volatility over 20 days based on technical indicators derived from 504 days of historical price and volume data. The

Author

TrungVo369

Language

EN