Introducing two innovative portfolio optimization programs designed to revolutionize trading strategies and maximize returns while minimizing risk The first a Python-based solution leverages the power of MetaTrader 5 integration alongside advanced libraries such as pandas Numpy and cvxpy to analyze historical data optimize asset allocation and visualize results with Matplotlib. The second a similar implementation crafted in MQL5 harnesses the native capabilities of the MetaTrader 5 platform offering ...
In this article, we explore a feature selection algorithm introduced in the paper 'Local Feature Selection for Data Classification' by Narges Armanfard, James P. Reilly, and Majid Komeili. This method aims to identify predictive features that are often overlooked by traditional selection techniques due to their limited global utility. We will begin with a general overview of the algorithm, followed by its implementation in Python to create classifier models suitable for export to MetaTrader ...