Hello folks – dgm-0.7 is now deployed and in charge of the next update.
There is quite a bit going on behind the scenes in this one – additional insights from the DIX/GEX/price history (aka enhanced feature selection), model training enhancements, and a new optimization function that assigns greater weight to the more recent history (after all, DGM is a short-term trading model).
As previously mentioned, we think the backtest performance has been looking great during testing – we're now looking forward for dgm-0.7 to prove itself in the open.
For any questions: [email protected] (or just reply to this notification)
PS: Happy Holidays Everyone, and a Happy New Year!