Dec 15, 2022
Hi Alexander,
it's great to get notes on my article from a person who actually works on ML-based trading strategies.
I deliberately ignored 1. and 2. for now to see how far I can go without. Turns out: not far.
I have a question regarding 3. I read this before but wouldn't less liquid companies by definition have fewer data to train on? Or what would be your measure for liquidity?
Thanks again for the input.
Jonas