【ML algo trading】 II - How to build a machine learning boilerplate?

To follow up on what we have learned in the last post, here we’re going to quickly demonstrate how to build your own machine learning boilerplate. We’re going to cover the steps that we introduced in the post:

1. Data curating
2. Feature discover/analyze
3. Train the model
4. Predict the expected variable
5. Form the strategy and run backtest