Man pages for jeanmarcgp/mlStocks
Machine Learning Predictive Analysis for Stocks
| add_bestfeature | Add the best feature from a list to improve an existing set |
| assess_features | Assess the predictive power of a set of features using a... |
| extract_timeframes | Extract the timeframe from a date column in one or multiple... |
| ml_gridwfo | Walk-Forward Optimization using ML grid search at each WFO... |
| ml_trainpredict | Train and predict a Machine Learning model |
| pad_mlpar | Pads a list of ML algorithm paramters with defaults if not... |
| plot_runpar | Plot the parameters for a simulation run |
| RMSE | Calculate the Root Mean Square Error of a 2 column matrix |
| subset_dfdates | Subsets a dataframe by dates |
| trade_overnight | Build an equity curve based on multiple successive overnight... |
| trading_returns | Calculate the average trading returns based on predicted... |
