{"id":2080593,"date":"2018-05-17T11:06:09","date_gmt":"2018-05-17T05:36:09","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2080593"},"modified":"2018-05-17T11:06:09","modified_gmt":"2018-05-17T05:36:09","slug":"trend-following-vs-trend-prediction-part-ii","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2018\/05\/17\/trend-following-vs-trend-prediction-part-ii\/","title":{"rendered":"Trend Following vs. Trend Prediction, Part II"},"content":{"rendered":"

We are finally past the 100-day milestone on our machine-learning trend-following models. Here is how it compares against our other momentum models:<\/p>\n

\"\"<\/a><\/p>\n

The ML algos out-performed a majority of traditional momentum algorithms. “NN” here stand for Neural Network and “ML” for models that use a SVM under the hood. It will be interesting to see how these models look under the 200-day lens as the short-term “luck-factor” evens out.<\/p>\n

You can check out these models here<\/a>.
\nThe first post in this series is here<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"

We are finally past the 100-day milestone on our machine-learning trend-following models. Here is how it compares against our other momentum models: The ML algos out-performed a majority of traditional momentum algorithms. “NN” here stand for Neural Network and “ML” for models that use a SVM under the hood. It will be interesting to see … <\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3471],"tags":[3783,3491],"class_list":["post-2080593","post","type-post","status-publish","format-standard","hentry","category-investing-insight","tag-machine-learning","tag-momentum","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2080593","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2080593"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2080593\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2080593"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2080593"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2080593"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}