Tag: ai
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Gradient Methods
The next step (long overdue) on our algorithmic trading journey is a dive into gradient methods. In a previous post I looked at optimizing the parameters of a moving average trade signal by brute force – visiting all possible combinations of short term and long term moving averages. Brute force methods are limited to small…
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Parameter Optimization for Moving Average and Kalman Filters
We will pick up where the previous post left off, and continue our adventure through algorithmic trading by optimizing some of the parameters used by the Moving Average and Kalman Filter signals. Disclaimer I am not licensed as a financial advisor by IIROC. The information provided on this website does not constitute investment advice, financial…
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