Long time without updating the blog for lack of time (again) due to new professional and personal challenges. Continuing with the strategy of Black Box, thanks to recommendations made by several readers and the lack of time to make a good tutorial of the model, I’m going to make available the file with a new version expecting new interesting and rewarding comments in order to improve the model. Actually the main problems in the strategy (commented by the users) are:
- – The overlapping between test, and evaluation, (solution, avoid this overlapping reduce test time)
- – The function maximization is based on profits (other possibilities are possible, working on it)
- – Risk management (related)
- – You cannot select in an easy way the stock name (working on it)
- – No portfolio management
- – Low success in the prediction.