Plutus

Plutus #7

livetest

Strategy Description:

Decision tree models using novel training method on economic data and portfolio optimization using Modern Portfolio Theory. Designed to capture medium-term trends lasting a few weeks. Risk management using Kelly Criterion and Monte Carlo Simulations.


The overall champion algo from Joint-University Algo FX Trading Challenge 2021 (Global)!


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Created on : 2022-03-29 05:55:14

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