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http://i.imgur.com/cLpWHc2.png

Here you go, a test run for private quant machine learning delta neutral trading algo for sp500.

Note: The numbers are for this short run only so don't draw any conlcusions from the training range shown etc.



If you're willing to share, what's your approach? Are you using sklearn or doing any training on a GPU?


What source are you using for the data? Yahoo finance?




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