The three things I always want to know from stock picking ML people:
1. Did you put your own money in it ?
2. How'd it go?
3. How well does your engine do vs a fixed stock allocation based on trend-statistics computed on the whole time window (i.e., compared to a fixed optimal portfolio computed with mean/std values you don't have access to, but which isn't allowed to change its choice. what's the regret if you are familiar with online learning)
The three things I always want to know from stock picking ML people:
1. Did you put your own money in it ?
2. How'd it go?
3. How well does your engine do vs a fixed stock allocation based on trend-statistics computed on the whole time window (i.e., compared to a fixed optimal portfolio computed with mean/std values you don't have access to, but which isn't allowed to change its choice. what's the regret if you are familiar with online learning)