Machine Learning Automated Backtest
Working with a Financial Machine Learning Company, Helped with Backtesting and Creating Automated Scripts for Reporting
A dynamic backtest script and report designed for a machine learning algorithm applied to financial instruments.
AAARL successfully backtested using following workflow:
A test against a decision boundary (or threshold) and automated various backtest and accuracy calculations.
A simulation of potential monetary gain using the algorithm.
Connected other third party data that can be used for the backtest.
AAARL worked directly with a development and ML team with short timeline to get the results implemented.