In this project, I combined signals on a random forest for enhanced alpha. While implementing this, I had to solve the problem of overlapping samples. For the dataset, I used the end of day data from Quotemedia and sector data from Sharadar.
In this project, I combined signals on a random forest for enhanced alpha. While implementing this, I had to solve the problem of overlapping samples. For the dataset, I used the end of day data from Quotemedia and sector data from Sharadar.