Machine Learning and Neural Networks

Who claimed such? Nobody, however you made a ridiculous claim without the slightest factual backup. I just felt it was worth mentioning how wrong you are on that.

nooby_mcnoob said:
Umm no. I didn't think that. But it's also not as simple as throw price data at the problem and you're done
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I use them. Ill say...if you think youre simply going to train a neural network to make accurate trading decisions, you are mistaken. For me, "the sauce" was figuring out how to properly stage the data for the network and how to combine the network with other tools. Sequence learning can be tricky...
 
when you said"they trained deep learning networks on asset pricing data", do you mean they feed high,low,open,close data to the DNN, and DNN produces profitable model? or you mean they first meta-label the HLOC data, and then let dnn work on those meta-labelled data?

GRULSTMRNN said:
You make a lot of uninformed comments recently. Pissijg on Dalio first and now this. I know of several hedge funds from personal interaction that they trained deep learning networks on asset pricing data and derived models they profitably trade. I myself do so as well. If hft firms for years made a killing on making markets with fully automated algorithms then you basically claim the same can't be done using dlns? Please stop as a blind to lead the blind you obviously are way out of your league in this technical area.

For starters, all the aspects you enumerated are implicitly factors the network is fully aware of through weighting neurons. Goodness. Sometimes I get a good laugh out of this site which is primarily the reason I am here.
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Both, look up the definitions of supervised VS unsupervised learning.

trend2009 said:
when you said"they trained deep learning networks on asset pricing data", do you mean they feed high,low,open,close data to the DNN, and DNN produces profitable model? or you mean they first meta-label the HLOC data, and then let dnn work on those meta-labelled data?
More...
 
IAS_LLC said:
I use them. Ill say...if you think youre simply going to train a neural network to make accurate trading decisions, you are mistaken. For me, "the sauce" was figuring out how to properly stage the data for the network and how to combine the network with other tools. Sequence learning can be tricky...
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This is what I failed to say apparently
 
There is no substitute for market knowledge which is why most programmers don't become traders. But if you have trading knowledge/smarts - I'm sure it can be a useful tool?

I'm exploring ML myself at the moment, but not just throwing raw data at it and expecting magic. Rather, I apply it to my existing data sets/variables and try to see if I can discover relationships/correlations that I have not found myself yet. I have moderate expectations, but try to keep an open mind.
 
fan27 said:
A friend of mine is seeing some promising results building trading models using AWS SageMaker (https://aws.amazon.com/sagemaker/). It's not magic and requires upfront work but based on what he has shown me thus far it looks to be worth the effort.
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Funny how things work. Spoke with this friend today and he has contracted me to integrate my product (FasterQuant) and what I use for live trading (AlgoTerminal) with SageMaker. Should be a fun project!
 
fan27 said:
Funny how things work. Spoke with this friend today and he has contracted me to integrate my product (FasterQuant) and what I use for live trading (AlgoTerminal) with SageMaker. Should be a fun project!
More...

The balling is spreading to too many threads man.
 
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