- The aim is to implement SVM on a trading strategy for the Luxembourg index (LUXXX) based on other indices as well as technical indicators.
- The strategy is to take a long/short position when 0.25% change in LUXXX return is predicted.
- The long/short position will be based on an upward or downward trending market. This strategy does not take into account trading costs.
0x02-trading_strategy_with_svms
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