Part one is here.
Part 2 – Preprocess data for Random Forest. PnL and prediciton improvements…
In part two Trevor goes over how to clean and pre-process data from CloudQuant to use in a Random Forest Classifier. He then looks at the prediction and PnL improvements seen from utilizing this classifier as well as adjusting the hyper-parameters of the model.
Files mentioned in the video are available from our Google Drive below..