https://bizups.info/legal/447/fahttps://bizups.info/news/2232/By: Ernest Chan, Sergei Belov, and Radu Ciobanu Every trader knows that there are market regimes that are favorable to their strategies, and other regimes that are not. Some regimes are obvious, like bull vs bear markets, calm vs choppy markets, etc. These regimes affect many strategies and portfolios (unless they are market-neutral or volatility-neutral […] The post Conditional Parameter Optimization: Adapting Parameters to Changing Market Regimes appeared first on PredictNow. https://bizups.info/news/2231/What is PredictNow.Ai? PredictNow.ai is a no-code machine learning SaaS-based in Toronto, Canada that is primarily focused on helping traders apply machine learning to their investment strategies in order to predict the profitability of their next trade. PredictNow.ai can calculate the most important input variables groups (also known as “clusters”) that empower a user’s prediction […] The post Predicting Profitability: Introducing PredictNow.Ai a Live Machine Learning Tool to Alpaca appeared first on PredictNow. https://bizups.info/news/2230/Predictnow.ai is pleased to announce the launch of our new pre-engineered stock fundamental features. These features are ratios and indicators that have been constructed from the quarterly and annual financial statements of public companies. In the US, these are the 10-Q and 10-K filings to the SEC. Multiple independent studies have shown that merging fundamental […] The post Introducing: Pre-engineered Stock Fundamental Features at Predictnow.ai appeared first on PredictNow. https://bizups.info/news/2229/Features are inputs to supervised machine learning (ML) models. In traditional finance, they are typically called “factors”, and they are used in linear regression models to either explain or predict returns. In the former usage, the factors are contemporaneous with the target returns, while in the latter the factors must be from a prior period. […] The post Metalabeling and the duality between cross-sectional and time-series factors appeared first on PredictNow. https://bizups.info/news/2228/By Akshay Nautiyal and Ernest Chan This has been a summer of feature engineering for PredictNow.ai. First, we launched the US stock cross-sectional features and the time-series market-wide features. Most recently, we launched the features based on options activities, ETFs, futures, and macroeconomic indicators. In total, we are now offering 616 ready-made features to our subscribers. NOPE – Net options pricing […] The post New Additions to the PredictNow.ai Factor Zoo appeared first on PredictNow. https://bizups.info/news/2227/By Quentin Viville, Sudarshan Sawal, and Ernest Chan PredictNow.ai is excited to announce that we’re expanding our feature zoo to cover crypto features! This follows our work on US stock features, and features based on options activities, ETFs, futures, and macroeconomic indicators. To read more on our previous work, click here. These new crypto features can […] The post 800+ New Crypto Features appeared first on PredictNow. https://bizups.info/news/2226/Ernest Chan, founder, PredictNow.ai Inc. When it comes to machine learning, the holy grail is Artificial General Intelligence; essentially cloning a silicon replica of a human being capable of making autonomous decisions. Unfortunately, (or fortunately depending on your point of view), this technology is still far off. For instance, despite the billions of R&D dollars […] The post What is Corrective AI? appeared first on PredictNow. https://bizups.info/news/2225/The story is now familiar: Zillow Group built a home price prediction system based on AI in order to become a market-maker in the housing industry. As a market maker, the goal is simply to buy low and sell high, quickly, and with minimal transaction cost. Backtests showed that its AI model's predictive accuracy was […] The post The demise of Zillow Offers: Its not AI's fault! appeared first on PredictNow. https://bizups.info/news/2224/By Ernest Chan, Ph.D., Haoyu Fan, Ph.D., Sudarshan Sawal, and Quentin Viville, Ph.D. Previously on this blog, we wrote about a machine-learning-based parameter optimization technique we invented, called Conditional Parameter Optimization (CPO). It appeared to work well on optimizing the operating parameters of trading strategies, but increasingly, we found that its greatest power lies in […] The post Conditional Portfolio Optimization: Using machine learning to adapt capital allocations to market regimes appeared first on PredictNow. https://bizups.info/news/2223/By Sergei Belov 1, Ernest Chan1, Nahid Jetha2, and Akshay Nautiyal1 ABSTRACT We applied Corrective AI (Chan, 2022) to a trading model that takes advantage of the intraday seasonality of forex returns. Breedon and Ranaldo (2012) observed that foreign currencies depreciate vs. the US dollar during their local working hours and appreciate during the local […] The post Applying Corrective AI to Daily Seasonal Forex Trading appeared first on PredictNow.