During that time, Bitcoin was widely viewed as a hedge against inflation, thanks to its lack of correlation with the stock market and its fixed monetary policy, similar to digital gold. However, correlation does not imply causation, and the past eight months have shown that the rationale ...
Creating the formulaic alphas describe in the above paper, and Evaluating the predictive quality of the results using various metrics from rank correlation and mutual information to feature importance, SHAP values and Alphalens.About Code and resources for Machine Learning for Algorithmic Trading, 2nd ...