Animation 1: The out-of-sample performance over 60 trading days of signal built using a custom i2 criterion. With 5 trades and 4 successful, the ROI is nearly 40 percent.
Trading Apple
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading
Combining Computational Methodologies for Real-Time Learning and Signal Extraction
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading 
