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.
Maybe I’ve seen enough ‘headline bingo’ to last a lifetime (prior Geek crises, bank bailouts, US debt ceiling cliffhangers, QE announcements…), but a few things really stand out this time: When faced with unpredictable chaos (in the technical sense of both terms), market participants go into analytical overdrive; prognosticating, publishing, tweeting, blogging, holding conference calls, … More (Market) Behavioural takeaways: Greece – 2015 edition
The Google research blog posted this last week: Inceptionism: Going Deeper into Neural Networks It’s stunningly beautiful and gives some intuition as to what is going within the hidden layers of image recognition artificial neural networks (ANNs). It’s not surprising it gained mainstream media coverage. What strikes me as more profound are the implications for … More The strange case of the hallucinating AI’s
In my work as a trader and portfolio manager I have built numerous trading strategies employing machine learning (ML) methods. My experience has been very much based on trial and error – trying to build practical solutions to real business problems and tackling challenges as they arise. I have an academic background in both physics and … More Why markets and machine learning?