Ml For Trading Optional

Focus

Use ML only when it clearly outperforms robust non-ML baselines.

When Not to Use

Do not use when a simple rules-based baseline has not been defined or validated yet.

Default Policy

• Start with a deterministic baseline before ML.
• Prefer interpretable, stable feature sets over feature explosion.
• Validate under temporal splits only; never random shuffle for market time series.
• Track model drift and retraining triggers.

Workflow

1. Define target:
   • direction, return bucket, volatility regime, or execution quality.
2. Build baseline:
   • rule-based or linear benchmark.
3. Engineer features:
   • price/volume, volatility state, order book context, cross-asset signals.
4. Evaluate with realistic protocol: