AI in Finance: advanced idea research and evaluation beyond backtests

Feature importance: a financial research driver that won’t let you down

Alexandr Honchar
Feb 8, 2020 · 11 min read
https://blog.darwinex.com/wp-content/uploads/2018/11/backtest-darwins-en-1030x426.png

How do we usually do trading ideas research? We get some data with the hope of having some predictive value there, prepare it, extract potential alphas, train forecasting models to predict prices based on that alphas and after…