OPTIMISING SUPERTREND PARAMETERS USING BAYESIAN OPTIMISATION FOR MAXIMISING PROFIT AND OTHER METRICS

By Abdul Rahman

Published 2024-05-24

Everscope rating

1055.3

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Bayesian Optimization for Supertrend Parameter Tuning. Problem types: Optimization, Time Series Forecasting.

arXiv:2405.14262 · Paper rankings

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