ML for Financial Market: A Tool, Not a Magic Recipe

Joel Guglietta, Macro Quantitative Strategist, Graticule

• Forecasting financial markets is much more difficult than typical ML problem such as face recognition

• Machine Learning for financial time series: an old story

• SVM enhanced FX carry portfolio

• Arizona financial text system model: use financial news stories to predict the stock price data

  • It buys, or shorts every stock it believes will move more than 1% of its current price in the next 20 minutes - and it never holds a stock for longer.

• Bridgewater all-weather fund in an (A.I.) box

• Machine Learning enhanced turtle trading