Optimal Profit-Making Strategies with Algorithmic Trading
Wang, H., Xie, D. · 2024
What this means for traders
Classical ML methods like SVMs have proven durable alpha-generators over 17 years of market data.
Abstract
A longitudinal study (2006-2023) on the CSI 300 index showing that Support Vector Machines (SVM) generated an excess return of 60.52%, proving the long-term robustness of classical ML methods.
