A collection of Machine Learning algorithms is available for combining various alpha signals into stronger models.
Case 1. Select a number of say 11 attributes from data, apply 3 Machine Learning methods and compare the results.
For instance, start by loading 11 attributes and standardize them. You should see an interface like the next one:
If you open the Draw form they will be plotted:
We apply three Machine Learning Algorithms:
1. Rolling window regression
2. Rolling window Fisher discriminant
3. Panel CART (Classification and Regression Trees)
After standardization, the three new alphas display the following shapes:
