Machine learning vs. robust backtesting strategies

[pitmaster]

@Whycliffes

Could you elaborate on how you have developed your ML models?

• Have you used data from the "p123" platform?
  *And also, what exactly do you mean by "my 'p123 classic' "?

• I download data from p123, using 'Download Factors' or API, train model using python, and download most recent data again when I want to infer predictions from the model. After the model in trained, everything is automated - one click and I can see top 20 stocks. I can create dynamic wights, or use more complex transaction cost estimate.

• 'p123 classic' is a simulation based on ranking.