Quant Trading Accelerator - Part 7: Cross Validation

MemLabs · Beginner ·📐 ML Fundamentals ·7mo ago

About this lesson

In this video, we explore cross validation and how it can be used to get more reliable and robust estimate of how well a ML model will perform on new, unseen data. The notebook used can be found here: https://colab.research.google.com/drive/1qwsIKv93nU3oXSBCNhKEbA0nXuuSj8eD?usp=sharing 📚 About this course Quant Trading Accelerator teaches quant trading from zero and fast. Instead of forcing you to learn all computer science, machine learning and advanced math up front, I introduce concepts just-in-time (JIT) so you can immediately apply them. This course is hands-on and project-based: you’ll build a full quant trading system step-by-step. 👍 Like & subscribe if this helped 💚 Want to Support Me? Buy me a coffee: buymeacoffee.com/memlabs Patreon: https://www.patreon.com/cw/MemLabs 💬 Join the Discord community: https://discord.gg/BBp9EqUNNa

Original Description

In this video, we explore cross validation and how it can be used to get more reliable and robust estimate of how well a ML model will perform on new, unseen data. The notebook used can be found here: https://colab.research.google.com/drive/1qwsIKv93nU3oXSBCNhKEbA0nXuuSj8eD?usp=sharing 📚 About this course Quant Trading Accelerator teaches quant trading from zero and fast. Instead of forcing you to learn all computer science, machine learning and advanced math up front, I introduce concepts just-in-time (JIT) so you can immediately apply them. This course is hands-on and project-based: you’ll build a full quant trading system step-by-step. 👍 Like & subscribe if this helped 💚 Want to Support Me? Buy me a coffee: buymeacoffee.com/memlabs Patreon: https://www.patreon.com/cw/MemLabs 💬 Join the Discord community: https://discord.gg/BBp9EqUNNa

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