Videos related to trading system development.
Dealing with Overfitting when Crowdsourcing Financial Alpha, Delaney Mackenzie, Quantopian. One of the excellent lectures available from AI Learning Accelerator.
From the introduction: The financial services sector has traditionally been a very secretive environment. The barriers to entry are incredibly high, and people sign many NDAs and non-competes to join. Quantopian is attempting to change that by allowing anybody to research and design trading strategies. The flip side is that identifying which strategies are good is a very difficult problem. We’ll walk through some research we’ve done and show some insights about whether traditional metrics of financial performance are useful when considering strategies.
Putting Things in Order: On the Fundamental Role of Ranking in Classification and Probability Estimation, Peter Flach. Peter discusses ranking as an alternative to simply classifying. The video requires Flash. My experience is that FireFox supports Flash better than other browsers.
From the introduction: Dimensionality reduction is one of the most crucial tools in a data scientists’ toolbox, and modern tools can yield truly magical results. This talks looks at how we can take complex, messy, real-world datasets and simplify them, in order to create beautiful visualizations, to better understand the relationships between our data points, and to discover some surprising insights. The talk aims to be accessible and practical; the audience should walk away with brand new techniques for visualizing and understanding their data.
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