Numin: Weighted-Majority Ensembles for Intraday Trading

What is it about?

Essentially: Ensemble multiple models to predict long/short every 5 mins in the Indian equities by assigning weights to the models based on their recent past performance with the Weighted Majority Average algorithm.

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Why is it important?

First step to creating the meta model that Numin will use. The Indian counterpart to Numerai, a popular hedge fund/data-science competetion that awards cryto to authors of models that perform well and beat the market.