[2401.05337] Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals - Links

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[2401.05337] Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals

signals as linear combinations of exogenous variables

finance · trade · paper

January 17, 2024 at 8:26:52 AM EST *

https://arxiv.org/abs/2401.05337

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