Momentum-Based Trading Strategies in Crude Oil ETFs And Futures
Siddhant Shah, Eugene Pinsky
Technical Analysis of STOCKS & COMMODITIES
Research on momentum-based trading strategies in crude oil ETFs and futures, developing long-short models yielding up to 19.9% annualized returns over an 18-year testing period.
The Silver Lining of Daily Bitcoin Trading
Siddhant Shah, Eugene Pinsky
Technical Analysis of STOCKS & COMMODITIES
Strategy leveraging overnight silver returns to predict Bitcoin price movements, exhibiting lower drawdowns in a 10-year backtest with 68.65% annualized returns.
Estimating the Accuracy of a Bagged Ensemble
Siddhant Shah, Eugene Pinsky
Machine Learning and Applications: An International Journal (MLAIJ)
Probabilistic framework to reduce computational overhead in model fine-tuning, using various distributions to estimate Random Forest performance with less than 3% relative error.