Model

A set of tools to support users developing better models.

Developing the model is arguably one of the most important parts of the development process of a trading strategy, however when a user is developing machine learning models in a time series context, one should be wary that traditional methods can lead to results that are too optimistic when used incorrectly. The following set of modules assist the user in multiple aspects of building a machine learning model.

The following subsections are technical by nature and it is assumed the reader has familiarity with modeling financial time series.