Panamax freight rate forecasting
An XGBoost forecasting system for Panamax dry bulk freight rates, built on 245 features engineered from more than 700 market indicators. I also found a systematic timing bias in the forecasts and corrected it with phase-shift calibration.
| Measure | Result |
|---|---|
| Reduction in RMSE after phase-shift calibration | 34% |
| Directional accuracy | 77% |
| Sharpe ratio in commercial validation | 2.0–3.1 |
| Engineered features, from 700+ market indicators | 245 |