Deep Learning’s Killer App for Finance?

Yann LeCun, arguably the father of modern machine learning, has described Generative Adversarial Networks (GANs) as the most interesting idea in deep learning in the last 10 years (and there have been a lot  of interesting ideas in Machine Learning over the past 10 years). From a trading perspective, or any game theoretic activity in which … More Deep Learning’s Killer App for Finance?

Metamorphosis

Clearly I’ve not blogged here for over a year…. and what a year it’s been (well, for me at least). To cut a long story short, I decided to go full time on the machine learning aspect of my day job, and call it day (for now at least) on the trading front. Either way, … More Metamorphosis

How Machine Learning will change OTC trading at the Investment Banks

So McKinsey gets the joke on machine learning in banks: it will soon be embedded everywhere.  Here’s a link to a presentation I  gave to some investment banks a couple of months ago. It’s focussed on credit trading desks, but applies generally to any fixed income OTC product. As always with the banks, it will … More How Machine Learning will change OTC trading at the Investment Banks

Your Computer Science/Physics/Maths PhD will NOT protect you from yourself.

I just added the following disclaimer to my ‘About’ page because I thought by writing this blog I might encourage someone to do something stupid: “Disclaimer: I know this is a cliche but I had probably better say it: nothing on this blog constitutes investment advice. Furthermore, I would advise 99.9% of people do not even … More Your Computer Science/Physics/Maths PhD will NOT protect you from yourself.