I have been wanting to try this for ages!
Combining experiment tracking tools for trading strategies and hyperparameter tuning!
Based on Energy futures. Using wandb.ai/
Replying to @StuartReid1929
Whahahaha I can see you in the crowd making a spread with the other parents.
Replying to @saeedamenfx
@saeedamenfx rocking it tonight at this evenings conference on high performance python.
Playing around with the Molecular Notes by @robertmartin88.
The tools at H&T are my version of a second brain for tools and techniques in quantitative finance. Got a feeling that this system could help us take things to the next level.
Researching!
Has anyone used experiment tracking tools from MLOps in the context of trading strategies?
You would easily be able to track the number of trials, opening the door for advanced tearsheets that compute the prob of overfitting.
Thinking of this idea: youtu.be/krWjJcW80_A
Replying to @AgustinLebron3 @KrisAbdelmessih
The following are some best practices our group follows: youtu.be/KRp4kGKq7uc





