FXstreet

We continue these series on the different ways key component classes of wizard assembled Expert Advisors can be implemented by considering 2 Gaussian Process Kernels. The linear-kernel and Matérn Kernel. The former is so simple you cannot find its Wikipedia-page, however the latter has a reference page over here.

There are several additional advantages and uses to GPs like noise handling & reduction as well as adaptation to regime change and many others. As traders, though, we want to capitalize on these benefits, so let’s look at a very basic linear kernel.

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