Zhuo Kai Chen / Profile
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Computer Science Bachelor in CUHK(SZ)
Quant Researcher with 3+ years of trading experience
Currently managing 5+ trading systems
Specializes in CTA strategy development
Github: https://github.com/CodyOutcast
Quant Researcher with 3+ years of trading experience
Currently managing 5+ trading systems
Specializes in CTA strategy development
Github: https://github.com/CodyOutcast
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Zhuo Kai Chen
Published article Utilizing CatBoost Machine Learning model as a Filter for Trend-Following Strategies
CatBoost is a powerful tree-based machine learning model that specializes in decision-making based on stationary features. Other tree-based models like XGBoost and Random Forest share similar traits in terms of their robustness, ability to handle complex patterns, and interpretability. These models have a wide range of uses, from feature analysis to risk management. In this article, we're going to walk through the procedure of utilizing a trained CatBoost model as a filter for a classic moving average cross trend-following strategy.
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