Tag Archives: neural network

Neural network AI is simple. So Stop pretending you are a genius

Neural network AI is simple. So Stop pretending you are a genius

This was a wildly popular topic in my Facebook group.

Here are some quotes that may be relevant for you:

xNeural networks are dumb black box systems. If you torture them enough you can get great fit of test data, but you won’t get great results from randomly sourced tests. AI is really good at spurious correlations….

xqPeople want to ascribe magic powers to AI, but for the most part AI can’t do anything a human can’t. There are some exceptions, but only for transparent AI. Neural Networks aren’t transparent, and even in the transparent systems a human would be able to replicate the final result…

AI can be built to do great things. Neural networks have limitations.

Here is that popular article 

More questions from my previous post

Would appreciate your guidance

I wanted to reach out to you to ask you for some advice & guidance. I am not a programmer, but I am trying to create a solution that will allow me to work with live tick data (Forex mainly) (to create live dashboards, currency strength, momentum etc) and historical data to conduct further analysis.

I was thinking to feed this data into a database (I saw in your video that you are doing something similar). I wanted to get your advice as to the method of getting live tick data (something that does not cost a fortune would be ideal 🙂 ) ..

I spoke to a freelancer who said that Jfoex api is only a java library and it would not allow me to work with live tick data.

I’ve also had a look at a few tools to connect to dukascopy to export historical tick data, its just the ‘live tick-data’ part that I am unsure about.

Any advice would be much appreciated.

My answer was:

If you just want market data use IQFeed forex option for $30/month. Do understand as part of their terms of service, you cannot redistribute this outside of your own use. If you need it for trading, always use the broker’s data to keep in synch. Also, you will need a live Dukascopy account for the live tick data but again only for your purposes. Hope this helps

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How to Code a Neural Network classifier from scratch

It seems that machine learning and neural networks are continuing to march on. After talking to quite a few people, we’re all confused on what programming language to move forward with. With the sudden rise of Go, many are pretty well committed to Python as we are all tired of needing to learn new things. It seems that Python is here to stay for quite a while.

 

Here is that article to show you how to build a neural network from scratch

 

As side note for this year, a highly successful REAL FULL TIME trader from my local Meetup is only keeping up with averages like S&P 500. When you get a guy like this who also doubts machine learning will beat out traditional ways, I sort of support him with this view at this time.

 

Just for those that don’t know, I do free daily analysis of the global markets using my Bloomberg News app. I can generate anywhere from 40 + graphs which are very helpful to find new unknown market trends we never hear about. I always say that the view of experienced traders always beat out that of computer scientists or mathematicians.

 

Here are some of the latest news items:
Low USA oil demend growth Nafta worry EM explodes China market control
Rio Tinto increase iron but cuts copper
Peso implied volatility rise under Nafta talks while IMF chiefs warn central bankers on Crypto currency

 

 

These are free for those that want to join my Quant Analytic Lite service.

 

Register here for my Free Analytics Lite service

 

 

Thanks for reading
Bryan

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How to Code up a Neural Network classifier from scratch

How to Code up a Neural Network classifier from scratch

Coding up a Neural Network classifier from scratch

View at Medium.com

medium.com/towards-data-science/coding-up-a-neural-network-classifier-from-scratch-977d235d8a24

https://github.com/ankonzoid/NN-from-scratch

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Quant: Neural Network Machine Learning and Suspicious Edge

Quant: Neural Network Machine Learning and Suspicious Edge

Excellent article for those wanting to understand how the basics work of these topics

https://www.bloomberg.com/view/articles/2017-03-28/neural-networks-and-suspicious-edge

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Machine learning neural network with commitment of traders reports

Machine learning neural network with commitment of traders reports

I got this in my contact form:

hi, we are at the early stage of a project. we have 5 sections and one of them is feding cot into neural network. ill be more than happy to talk with you about this

I noticed Dr Ernie Chan was looking at this

http://epchan.blogspot.ca/2015/02/commitments-of-traders-cot-strategy-on.html

As a I am tied, I would still like someone in my network to do a side project to combine. I will be looking at COT within a couple of weeks. I could probably offer some Python code and helpful insight on this to the right person. I might even want to see if Ernie would be interested in getting involved depending on how far along he went. Let me know what you think in my Facebook group

 

https://www.facebook.com/groups/quantlabsnet/

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Bayesian Python package for Neural Network

Bayesian Python packages for Neural Network

 

If you’re trying to get your head around deep learning for machine learning with Python …

 

… you may want to pay attention to this important blog posting courtesy of Quantopian. It’s all about creating an interesting Python model using Lasagne. That’s a flexible Theano library for constructing various types of Neural Networks.

 

Thanks to Sholom for sending it.

 

Check it out here https://quantlabs.net/blog/2016/07/bayesian-python-packages-for-neural-network/

 

And just to bring everyone up to speed, I’m focusing now on methods to forecast volatility for currency trading.

 

Perhaps you’ve already seen my video on how I’ll be using a blueprint roadmap with C++ Intel TBB with open-source no SQL database Redis? If not …

 

The video is right here [link]

 

As it stands, I’m looking at a variety of similar Metatrader MQL5 indicators which can be conveniently converted into C++.  Depending on my success rate, I may do some videos on my results later in the week.

 

And here’s a bit more key info about my C++ blueprint roadmap:

 

I’m holding an online Meetup event this Monday night to showcase this project. During the meetup, we’re  going to explore similar ways to get high frequency trading equivalent performance through C++. This source code project will only be made available for 24 hours in a Flash Sale which starts immediately after my online meet up on Monday night.

 

So please be prepared if you want this source code!

 

You can get all the details here

Time Machine for DOTNET tonite Meetup login details

 

But you know what’s even better than the upcoming Flash Sale?

 

My very affordable Quant Elite membership. Consider signing up now. Because if you miss the Flash Sale, being a Quant Elite member is a requirement to get that code.

 

Access the discounted QE rate right here

http://quantlabs.net/mkt/quant-elite-annual-discount-sale/

 

There are many, many benefits to this membership, including my algo training course series that I started back in March.

 

All the details are right here:

 

quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business

 

I dare you to find a better deal to help you find a fully self contained ‘end to end’ solution to establish your own algo/automated trading business. A business you fully own and control.

 

This is NOT a cloud solution where strangers can peek at your sensitive, highly prized intellectual property. This will be all yours!

 

Again the details are right here

quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business

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Bayesian Python packages for Neural Network

Bayesian Python packages for Neural Network

Golod article from Quantopian

Thanks to Sholom B for sending

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Bayesian Deep Learning Part II: Bridging PyMC3 and Lasagne to build a Hierarchical Neural Network

 

 

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Neural network machine learning ASIC chip real time big data analysis

I just learned this! Neural network machine learning ASIC chip real time big data analysis

Can this be used for advanced trading? These chips are very very affordable!

http://www.cognimem.com/products/chips-and-modules/CM1K-Chip/index.html

Looks like it support C++ and Java as hinted here http://www.cognimem.com/forums/viewforum.php?f=5

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Matlab source code with neural network machine language problem

Matlab source code with neural network machine language problem

I usually don’t accept these but this is a very topical question. If you can help out this student, let me know.

Questions here:

Thanks for taking an interest in my problem!

My task is simple, I have to use ANNs integrated with a library of technical indicators to forecast currency pairs.

However at present, I’m testing the robustness of the ANN integrated with the library of indicators rather than assessing the forecasts. I’ve to do this by tweeking certain parameters – which is the easy part.

My problem is combining the ANN code with the library of technical indicators.

The ANN code I’m using is attached in the file ‘codes and parameters’.

The library of technical indicators I’m using is available at; http://ta-lib.org/index.html
There are varios different formats of the library such as C++ etc, I’m assuming the relevant format is the MATLAB format on this page near the bottom; http://ta-lib.org/hdr_dev.htm
There are instructions for integrating the library (on the C++ format) which may be similar for the MATLAB format found on the following page; http://ta-lib.org/d_api/d_api.html

I really cannot answer these specifics but:
Is this more of a data translation issue you are experiencing? I would think the technical analysis toolboxes would help here:
http://www.mathworks.com/help/finance/introduction-4.html
http://www.mathworks.com/matlabcentral/fileexchange/10573-technical-analysis-tool
Maybe you don’t need TA-LIB? Just thinking there

I thought this was a data translation problem but another response

I’m not quite sure, I don’t even know what data translation is.

The problem with other technical indicator libraries is they do not contain enough technical indicators, I’m required to use at least 100 of them but preferably more. It would also be interesting to investigate Japanese Candlestick patters with the pattern recognition capability of an RBF ANN.

I’ve had another person try to integrate the library I mentioned with my supervisors ANN code but they had difficulty doing so and ended up not being able to do it. Seeing my supervisor on Wednesday regarding it.

I’ve managed to secure another library on student license from; http://www.modulusfe.com/products/trading-system-developer-components/technical-analysis-sdk/ who also provide ANN codes for various different network architectures. They also have technical support I can use.

I see you provide a service coaching people applying for jobs in investment banking. I’m at least looking for an internship during my PhD so I’ll probably use your services near the time?


That MLP I sent you is my supervisors code, I can use another MLP code however he would prefer I used that – I need to tweek parameters etc, running the model 100 times and selecting the best model. But if anyone has a better code I’m all ears

Who can help this guy? Code attached Codes & Parameters

Who can help him? I will post the solution here.

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How Matlab Simulink handle neural network ML

How Matlab Simulink handle neural network ML

System identification is amazing when you see it in action

http://www.mathworks.com/help/nnet/ug/design-neural-network-predictive-controller-in-simulink.html

http://www.mathworks.com/products/sysid/features.html

http://www.mathworks.com/help/nnet/ug/neural-network-simulink-block-library.html

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