Neural networks for algorithmic trading: enhancing classic strategies

Some of the readers have noticed, that I calculated Sharpe ratio wrongly, which is true. I’ll update the article and the code as soon as possible. Meanwhile, it doesn’t change the fact of enhancement of a basic strategy with a neural network, just take into account the “scale”.

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Co-founder of consulting firm Neurons Lab and advisor to AI products builders. On Medium, I write about proven strategies for achieving ML technology leadership

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Alexandr Honchar

Alexandr Honchar

Co-founder of consulting firm Neurons Lab and advisor to AI products builders. On Medium, I write about proven strategies for achieving ML technology leadership

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