Danny Groves (@drdanobi) 's Twitter Profile
Danny Groves

@drdanobi

Machine learning & data in trading | Pythonista | Math PhD & Data Scientist | Sharing my discoveries and mistakes | No tweets are financial advice.

ID: 1645791490797617155

linkhttps://github.com/GrovesD2/twitter_demos calendar_today11-04-2023 14:11:00

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Danny Groves (@drdanobi) 's Twitter Profile Photo
Danny Groves
@drdanobi

2 years ago

Simple ML idea for finance Clustering for stop-loss setting: • Use kmeans to group similar trades • Per cluster, get the x% quantile for the move in the opposite direction for winners only This may help keep you in similar looking winners for future events - worth a test!

Danny Groves (@drdanobi) 's Twitter Profile Photo
Danny Groves
@drdanobi

2 years ago

An ML idea for trading: • Cluster to find patterns • Fit a classifier using your clusters as labels • Use SHAP to explain what features are important per cluster Explainable, unsupervised learning! Perhaps I'll make a 🧵about this soon!