Reddit reviews Advances in Financial Machine Learning
We found 2 Reddit comments about Advances in Financial Machine Learning. Here are the top ones, ranked by their Reddit score.
We found 2 Reddit comments about Advances in Financial Machine Learning. Here are the top ones, ranked by their Reddit score.
Got a suggestion to read this book that actually shows the real amount of work behind big algo trading companies. https://www.amazon.com/gp/product/B079KLDW21/ref=ppx_yo_dt_b_d_asin_title_o00?ie=UTF8&psc=1
I was also thinking to do on my own, but right now I think it's easier to work towards own indicators(via TradingView pine script) that are good for my trading style and follow them closely, most likely I will automate trading this way.
What kinda strategies?
There is Fama-French and a few hundreds of other factors, some of which probably work if done right (though maybe not quite in this market).
There is all the microstructure literature like e.g. https://scholar.google.com/citations?user=-ggKCCAAAAAJ&hl=en&oi=ao about LOB and order flow imbalances predicting short-term price moves.
There is the new fashionable ML stuff
https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos-ebook/dp/B079KLDW21
There are all sorts of standard books on various topics, like this list
https://www.quantstart.com/articles/Quantitative-Finance-Reading-List
And some of them might even be somewhat relevant to the actual quant work.
But ultimately, as with a lot of data science, it's about data not the models. If you read a decent time series and a decent ML book it should be more than enough to start interviewing at quant funds (or to start working and developing models).