Homework 4: Trading System

Deadline: 30 October 2026 (Fri), 22:59
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Questions

1. Find the CAGR for the pred10_rf_best_rule_55 using the new setup (with fewer dummy variables) (3 points)

2. What is the probability threshold for the second-best Random Forest decision rule, if you want to have the number of average trades per day BELOW 5? (3 points)

3. What is the number of trades for the best predictor pred5_clf_10 (after redefining the target variable) (3 points)

4. [EXPLORATORY] Describe Your Ideal Trading Strategy (1 point)