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:

  1. A test against a decision boundary (or threshold) and automated various backtest and accuracy calculations.

  2. A simulation of potential monetary gain using the algorithm.

  3. 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.