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spx returns

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1 peak/qtr

2020-Q1 2026-Q1

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Exercise: features engineering using TA-LIB. Building a gradient-boosted tree (GBT) to predict SPX returns.

2025-11-23 · A Weekend with Ernie Chan in London: Trading with GenAI

exercise

by Ernest (Ernie) P. Chan (Predictnow.ai; QTS Capital Management)

gradient boosted trees ta-lib

Hands-on feature engineering with TA-LIB and building a gradient-boosted tree to predict SPX returns.