Tag Archives: Deep Learning

Deep Learning in Finance: Most effective methods for returns and portfolio construction

It seems that deep learning has been questioned when it comes to financial modelling. A decent article came out from a WorldQuant. This Medium article covers how to improve your forecasting using both in and out samples. It also covers:

1. Return Prediction comparing ARIMA, VAR, Deep Regression, Convoluted Neural Networks, and Long Short Term Memory.

2. Portfolio Construction with deep learning and deep index.

Get more info here

Overview of backtrader with Python and GUI project

I also tried to implement a GUI Python project that sat on top of backtrader. It seems I did not get anywhere after an hour. Sorry for the spoiler alert but you can learn how to install backtrader by watching the first part of the video.

That is here with helpful links

Lastly, I have managed to put up the purchase button for my Quant Analytics service which will be frequently updated with all the Crypto Currency reports I have been working over the last few months.

Quant Analytics

Gold Price Forecasting Using Python Machine Learning

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A deep learning framework for financial time series using stacked autoencoders and long-short term memory

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

Most accurate machine deep learning model type?

This appears to use LSAM and SAE (long short term memory and stacked auto encoders) which appears to be more accurate than recurrent neural network (RNN).  Do I sound like a machine learning experience here? Haha. I am way off it. This does show that this technique could be most accurate when it comes to forecasting financial time series.

Here are the links

http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0180944

Python code example https://github.com/dzitkowskik/StockPredictionRNN

https://en.wikipedia.org/wiki/Long_short-term_memory

 

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Intro Deep Learning with Python, TensorFlow and Keras

Intro Deep Learning with Python, TensorFlow and Keras

This looks like the best page to learn how to apply math to machine learning

https://sandipanweb.wordpress.com/2017/11/25/some-deep-learning-with-python-tensorflow-and-keras/amp/

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Deep learning for bond pricing 

Deep learning for bond pricing

This could be good for deep recessions unless the nut bars at ECB love those negative rates

https://www.linkedin.com/pulse/deep-learning-neural-networks-bond-pricing-gaurav-singh/

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Deep Learning Promise to Bring Algo Trading For the Rest of Us

Deep Learning Promise to Bring Algo Trading For the Rest of Us

 

This was from someonne in my Facebook group:

From the same source you may like to look at:

 

Ep. 26: Deep Learning Promises to Bring Algorithmic Investing Smarts to the Rest of Us

 

When it comes to groundbreaking innovations in trading, there seems to be at work a distinct cycle of 10 years.

Trend following, statistical arbitrage, high frequency trading – they have all gone through the same cycle.

https://www.qplum.co/documents/may-2017-market-commentary

My view is that there is no simplified way of doing AI/deep learning/machine learning for algo trading. Also, the second link mentions how HFT is going out of date to be replaced by deep learning. How is that possible since deep learning must have a combo of different neural nets and industry contributions. The financial industry is more secretive and then open to share their research. The second link is definitely worth reading.

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Deep Learning in Trading for the next 10 years

There was an article posted on my Facebook regarding the future of machine learning. It was a high level discussion of all the evolution of where we are with how this author defines quant today. He also makes the craziest assertions of how traders and quants are not being hired. He assumes the only growth area is machine learning trading operations or AI, With the latest trading charts I have posted from Bloomberg, it is quite obvious how quant funds are struggling with human traders still outpacing computer trading. It gets even crazier when amateurs believe this type of ‘research’ papers and PowerPoint slide presentations. I just say don’t believe it.

 

Read the article here

 

For us retail traders, it is getting harder and harder for us to earn crumbs in the markets. Unless you have some special insight it may be difficult for newbies. As a result I’m quite excited to be tailoring my latest set of tools and reports for my quant analytic members. As in the past set of videos that I’ve posted, all the tools are now available for myself to start treating live with Dukascopy the Forex broker out of Switzerland. Do keep your eyes peeled on these emails as I start posting the results to my members EXCLUSIVELY.

 

Thanks for reading

Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How is AI/Deep Learning disrupting algo trading?

How is AI/Deep Learning disrupting algo trading?

Video from Interactive Brokers

Deep learning has been very successful in social sciences and especially in areas where there is a lot of data. Trading and investment management is also considered a social science and not a pure science, and we are generating petabytes of data every day. 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Neural networks for algo trading. Multimodal and multitask deep learning

Neural networks for algo trading. Multimodal and multitask deep learning

I really want to get into this with the right use case. For particular trading, it is has been shown these type pf models underperform

medium.com/@alexrachnog/neural-networks-for-algorithmic-trading-multimodal-and-multitask-deep-learning-5498e0098caf

View story at Medium.com

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!