Macro-Driven Portfolio Strategy & Backtesting System by Fernando MoscaMacro-Driven Portfolio Strategy & Backtesting System by Fernando Mosca

Macro-Driven Portfolio Strategy & Backtesting System

Portfolio project
Fernando Mosca

0 likes · 9 views · Jun 6, 2025

Designed a custom ETF backtester using macro indicators (LEI, NFCI), volatility triggers, and ML models like Random Forests with ARIMA filtering.

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