S&P 500 stock selection using machine learning classifiers: A lookinto the changing role of factors

So I got the impression this would be on top of an ultimate memberhship?

I think you just priced me out and I am a believer in what you are doing. But also I am someone who had a long time to work around some of the previous P123 limitations.

$100 monthly (additional) just to rebalance my ports being the largest expense, I believe.

FWIW for your marketing (pricing) information.

And @Marco, just a question. If the predictions can be done for $150 dollars for 100 hours ($1.5 dollars for a full hour!!!!!!), I might be good with you re-running the training and predictions each week on the less expensive server and adding the additional computing time of sorting the predictions with the output being the sorted predictions for say 25 of the highest ranked stocks (for a sell order RankPos <=25). I can figure out which of the stocks I hold are no longer on the list (and sell them) and then figure which of the 25 stocks that I do not hold to buy (starting with the highest ranked one). Why would that not be a savings for both of us?

AND TRUE ONLINE LEARNING (I.e, the model is RE- TRAINED EACH WEEK ON THE MOST RECENT DATA AVAILABLE)!!!

BTW, this could also be done with the downloads if daily downloads were available. For now, people who are good coders could save a lot of money (roughly $1,200 per year) downloading and using the API with machine learning models they have trained at home. I would consider that route if I ended up liking an XGBoost model or Extra Trees Regression (which I may end up liking at some point). Nice to have different options and just an observation.

So my point is someone who is really advanced will not be paying for that, probably, unless she is already rich from her investing and does not care about $1,200 per year. She will be using the API instead.

@Marco, those not signing up for machine learning are burning a lot or resources on the more expensive machine with optimization and sims? Not necessarily paying for all of it?. Like here: Machine learning vs. robust backtesting strategies. I am sure there math works from your point of view and I am missing something. But my spreadsheet, given my present models and my understanding of the AI/ML pricing from above, says I am priced out for now.

Jim

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