How to Use Logistic Regression for Trading – Python Data Analysis & Backtest
Waiting list for SharpeEdge backtesting software: https://forms.gle/P5GafhzAawTUNkSv6 I tested whether a simple machine learning model can actually find a trading edge, starting with linear regression on the S&P 500. It found nothing robust, tested across 10 instruments and 6 asset classes. Logistic regression, with the right target definition, did. This video walks through the full process: not just the model, but how I checked the result was real before trusting…









