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Machine Learning
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.
SVMAlgorithmic TradingLong-term AnalysisRobustness
Read the full paperResearch papers are presented for informational purposes only. Past performance reported in academic studies does not guarantee future results. These papers are not personalised investment advice.