Cointegrationk-means clusteringRTrading strategies
Pairs Trading Literature Review
This post summarises the key lessons of the academic literature that has been published on pairs trading. The key themes
Machine learning
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Machine learningRTools of the trade
The Graphical Lasso and its Financial Applications
Way back in November 2007, literally weeks after SPX put in its pre-GFC all-time high, Friedman, Hastie and Tibshirani published
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BacktestingDeep learningFXKerasNeural networksR
Deep Learning for Trading Part 4: Fighting Overfitting with Dropout and Regularization
Deep Learning for Trading Part 4: Fighting Overfitting is the fourth in a multi-part series in which we explore and compare
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BacktestingDeep learningFXKerasNeural networksQuant tradingRZorro
Deep Learning for Trading Part 3: Feed Forward Networks
This is the third in a multi-part series in which we explore and compare various deep learning tools and techniques for
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Deep learningKerasNeural networksRTools of the trade
Deep Learning for Trading Part 2: Configuring TensorFlow and Keras to run on GPU
This is the second in a multi-part series in which we explore and compare various deep learning tools and techniques for
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Deep learningKerasMachine learningNeural networksQuant trading
Deep Learning for Trading Part 1: Can it Work?
This is the first in a multi-part series where we explore and compare various deep learning trading tools and techniques for
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Machine learningNeural networksQuant trading
From Potential to Proven: Why AI is Taking Off in the Finance World
This article is a departure from the quantitative research that usually appears on the Robot Wealth blog. Until recently, I
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BacktestingMachine learningNeural networksQuant tradingRZorro
Neural Network Trading: A Getting Started Guide for Algo Trading
This article is adapted from one of the units of Advanced Algorithmic Trading. If you like what you see, check
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FXMachine learningQuant tradingR
Optimal Data Windows for Training a Machine Learning Model for Financial Prediction
It would be great if machine learning were as simple as just feeding data to an out-of-the box implementation of
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Machine learningQuant trading
Machine Learning in Algorithmic Trading Systems: Opportunities and Pitfalls
Last night it was my pleasure to present at the Tyro Fintech Hub in Sydney on the topic of using
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Machine learningQuant tradingTrading books
Recommended Reading
If there’s one thing I’ve done a lot of over the last few years, reading would be it. I’ve devoted
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FXMachine learningQuant tradingRZorro
Machine learning for Trading: Part 2
Introduction My first post on using machine learning for financial prediction took an in-depth look at various feature selection methods