Quantra Trading with Machine Learning Classification Review

Dr. Lester Leong
Gradient Growth
Published in
5 min readAug 10, 2021

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Trading with classification (SVM) and technical analysis

Photo by William Felker on Unsplash

Editorial Notification: Thanks to Valery T for correcting the data leak. The correct code is in the Github link, but keeping the original text as a reminder to be suspicious when the out of sample test results look too good!

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Dr. Lester Leong
Gradient Growth

Sharing remarkable ideas on finance, data science, and business. Top writer in Finance + Investing.