Sergey MalchevskiyinDataDrivenInvestorEvent-Based Portfolio Rebalance ApproachToday I’m going to share with you my idea about how to get improved investing performance using machine learning.7 min read·Feb 4, 2022--2--2
Sergey MalchevskiyinTowards Data ScienceFine-Tuning the Strategy Using a Particle Swarm OptimizationHow to define sub-optimal parameters of the trading strategy if the number of the combination is extremely huge10 min read·Mar 19, 2020--1--1
Sergey MalchevskiyinTowards Data ScienceUnsupervised Learning to Market Behavior ForecastingYou will get know how to model the market behavior using Hidden Markov Model. This article includes a trading strategy using this approach.6 min read·Sep 10, 2019--7--7
Sergey MalchevskiyinTowards Data ScienceApplication of Gradient Boosting in Order Book ModelingCreating an ML model that forecasts the price movement in the order book. This article contains a full-cycle of research.8 min read·Jun 18, 2019--3--3
Sergey MalchevskiyinTowards Data ScienceBayesian Optimization in TradingToday, I’m going to show how to apply Bayesian optimization to tuning trading strategy hyperparameters.8 min read·Feb 15, 2019----
Sergey MalchevskiyinTowards Data SciencePairs Trading with CryptocurrenciesSubscribe to our Telegram channel for more insights into the world of trading.”8 min read·Dec 5, 2018--10--10
Sergey MalchevskiyAdaptive Trend Following Trading Strategy based on RenkoAlgorithmic trading strategy based on Renko brick size optimization approach. The article contains: concept, algorithm, code, backtesting.8 min read·Nov 19, 2018--4--4
Sergey MalchevskiyHow to Develop a Stock Market Analytical Tool using Shiny and RSubscribe to our Telegram channel for more insights into the world of trading.”6 min read·Apr 17, 2018--7--7
Sergey MalchevskiyinTowards Data ScienceRenko Brick Size OptimizationSubscribe to our Telegram channel for more insights into the world of trading.”8 min read·Mar 31, 2018--10--10
