Resources: Feature Engineering

US Nonfarm Employment Prediction Using RIWI Corp. Alternative Data

Written By Dr. Ernest Chan & Dr. Radu Ciobanu

Is News Sentiment Still Adding Alpha?

Written By Dr. Ernest Chan 

What we Learned from Kaggle Two Sigma News Competition

Written By Dr. Ernest Chan & Dr. Roger Hunter

FX Order Flow as a Predictor

Written By Dr. Ernest Chan

assetCode with MDA using random data

Beware of Low Frequency Data

Written By Dr. Ernest Chan 

Discovering Risk Indicators in the FX Markets

Written By Dr. Ernest Chan 

Factor Models

Written By Dr. Ernest Chan 

Additional Resources

AI Methodology

Trading

Latest Publications

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