Factor based machine learning model

Inspiration

What it does

Factor based trading strategy back test system

How I built it

KDB

Challenges I ran into

I don't have a team since not so many players know q/KDB+. So I need to finish it on my own.

Accomplishments that I'm proud of

What I learned

What's next for Factor based machine learning model

Enhance factor mining and filtering with machine learning algorithms. Enhance model training techniques. Perfect the back tester: pnl generation and consolidation

Built With

• batch
• q/kdb+
• r