Published article "Multiple Symbol Analysis With Python And MQL5 (Part II): Principal Components Analysis For Portfolio Optimization".

Managing trading account risk is a challenge for all traders. How can we develop trading applications that dynamically learn high, medium, and low-risk modes for various symbols in MetaTrader 5? By using PCA, we gain better control over portfolio variance. I’ll demonstrate how to create applications that learn these three risk modes from market data fetched from MetaTrader 5.