Using Machine Learning for Algo Trend Following on the Brazilian Market

Photo: SAO PAULO (Bloomberg) This guest article was written by Dr. Cleber Gomes who is an Electronic Engineer with a Ph.D. from Tokyo University of Technology and Agriculture. As we approach the date of the Impeachment vote in Brazil, it might be interesting to take a look at how the Brazilian stock market behaves. In this article, I propose to do that from the point of view of Trend Following Algorithms. To exemplify, I will present the results acquired from my own Trend Following System, which is based on Machine Learning technologies, specifically Neural Networks. Take the lead from today’s leaders. FM London Summit, 14-15 November, 2016. Register here! Since the future is inherently unpredictable, it is simply not possible to foresee what is coming. From a financial standpoint, the most one…


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