Free Lesson
From ML Predictions to Trading Results
30 min
Nov 4, 2026 11:00 AM
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What you'll learn
Turn model forecasts into portfolio decisions
Trace out-of-sample forecasts through ranking, position sizes, and rebalancing in an ETF strategy.
Inspect the effect of costs and turnover
Compare the same simulation before and after trading costs; inspect turnover and concentration.
Choose what to investigate next
Use a research record to separate a forecasting problem from a portfolio or implementation problem.
Why this topic matters
A model can predict returns more accurately while producing a weaker trading strategy. Follow out-of-sample forecasts into an ETF portfolio, then inspect position sizing, turnover, and trading costs. Learn which checks help you decide what to investigate next. The examples come from the ML4T notebooks and the Research to Production course.
