QuantyZen
PROJECT-05 — Machine Learning for Markets
MLClassificationBacktesting
Overview & Results
Out‑of‑sample ROC curve.
Equity curve from model signals.
SUMMARY
- Built a simple classifier on engineered features.
- Split properly to avoid leakage; emphasized OOS checks.
- Converted probabilities to positions with risk guards.
- Tracked ROC/AUC, equity, and stability metrics.
- Documented pitfalls and next‑steps clearly.
Research Notebook
Full code is embedded below (nbviewer). Open in new tab: https://nbviewer.org/github/harshb2007/Quant-Portfolio/blob/main/QUANT%20PORTFOLIO/PROJECT-05-ML%20for%20Markets/PROJECT-05_-_Machine_Learning_for_Markets.ipynb.