My First Small Cap AI Factor System
Found it (though I deleted it), my first AI Factor System, 33 Features (from the ranking System Small and Microcap Focus), Target 3MonthRel, Predictor Trained from 2009 - 2019, lightgbm III...
OOS Live since indication!
What did I learn since then (Design Choices, Hyperparameters etc.)
Keep reading with a 7-day free trial
Subscribe to Systematic AI Investing Portfolios to keep reading this post and get 7 days of free access to the full post archives.