【Momentum Trading】Use machine learning to boost your day trading skill: Meta-labeling

From stable-diffusion

The Triple barrier method and meta-labeling technique were together introduced in the book Advances in Financial Machine Learning by Marcos Lopez De Prado. It seems that the combination of these two tools makes a great pair to either stabilize or further increase your portfolio growth. In this post, I’m going to quote my old research result (here) from last time as the fundamental strategy benchmark, and apply these two techniques to see what beneficial impact we could bring to this strategy.

Previous researches

Yes or No? Adopting the Supertrend indicator in your trading strategies?

【Momentum Trading】Four strategies of using RSI indicator to better time your market entry