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Better System Trader

Better System Trader

Better System Trader is the podcast and blog dedicated to systematic traders, providing practical tips from trading experts around the world.

082 – Machine Learning with Kris Longmore

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Machine learning has seen a huge amount of growth over recent years with the increase in available data and processing power.

It’s an incredibly powerful toolset for uncovering patterns and relationships in data, however, these tools can be challenging to learn, apply correctly and are also open to abuse.

Our guest for the episode, Kris Longmore from Robot Wealth, specializes in Machine Learning, Algorithmic Trading and Artificial Intelligence.

He is the co-founder and Head of Quantitative Research at Quantify Partners and also provides consulting and educational services through his website Robot Wealth.

In this episode Kris is going to share with us some of his insights into Machine Learning and strategy validation, including:

  • How Machine Learning can be used to analyse huge amounts of data, uncover patterns and relationships, and define a trading edge,
  • How Machine Learning tools can be abused and the common mistakes that traders make with Machine Learning,
  • Strategy validation techniques that best suit market data and 1 popular technique that shouldn’t be used,
  • How to approach the vast libraries of algorithms available today,
  • Why delaying the trading process can lead to opportunity cost and how to know when a model is ready for trading.

Machine learning tools provide the key to unlocking and making sense of data

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Resources mentioned in this episode

  • You can get more from Kris on his website robotwealth.net
  • Books mentioned in the show:

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The thing that really fuels machine learning is data, and we have this explosion in the volume of data.

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Dropout is an incredibly powerful technique to control over-fitting for your network.

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Data mining bias is much more insidious and difficult than over-fitting.

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Transcript

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Episode Released:

19 March 2017

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Trackbacks

  1. Quantocracy's Daily Wrap for 03/19/2017 | Quantocracy says:
    March 20, 2017 at 3:16 pm

    […] Podcast: Machine Learning with Kris Longmore of @Robot_Wealth [Better System Trader] […]

  2. Machine Learning [Talks] | MFEPE says:
    March 23, 2017 at 4:10 pm

    […] Machine Learning With Kris Longmore […]

  3. 26th March 2017 – Nikhil Dogra says:
    March 27, 2017 at 12:31 am

    […] 082 – Machine Learning with Kris Longmore Better System Trader […]

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