QUANTCONNECT COMMUNITY
Hello, this is my first notebook I've shared on QuantConnect and I'm still fairly new to all this so sorry if there is some bad practice or mistakes. This notebook displays examples of sklearn regression being applied to QuantConnect data. This is meant as a basic template and has a lot of room for improvement. If there are any corrections or comments / advice, please let me know. Thank you.
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Link Liang
Hi Dan,
Great work! Thanks for sharing to the community!
Apollos Hill
HI Dan thanks for contributing this. You sir are way ahead of a lot of people. Have you or anyone else on here turned this into a QC algorithm to run backtests?
Derek Melchin
Hi Apollos,
For assistance migrating code from the research environment to the backtester, consider reviewing our Research to Production tutorials. For an example strategy that uses some of the regression techniques in the notebook above, refer to the Residual Momentum strategy in our Strategy Library.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dan Root
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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