Applied AI Meetup: the long history of technology in financial markets
I recently got the chance to present at the AppliedAIMeetup here in London. Was a packed house and a great event. Thanks to the organisers for putting on a great evening. Link to the video is below.
Below is a copy of my credits and references slide for those interested.
(Oh and be sure to check out the second talk of the night by Lenny, it was a fantastic tour of the evolution of the ML pipeline at Ravelin .)
Credits and References
- [slide-3] image: By Raiffeisenverband Salzburg reg. Gen. m. b. H., Schwarzstr. 13-15, 5024 Salzburg - Raiffeisenverband Salzburg reg. Gen. m. b. H., Schwarzstr. 13-15, 5024 Salzburg (transferred from de:Image:RVS Handelsraum.jpg), CC BY 2.0 at, https://commons.wikimedia.org/w/index.php?curid=5009720
- [slide-4] image: CC0 license
- [slide-5] image: An unnamed colleague :)
- [slide-16] https://en.wikipedia.org/wiki/Long-Term_Capital_Management
- [slide-17] Risk Management Lessons from Long-Term Capital Management (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=169449 )
- [slide-18] Spread Networks improves latency on Chicago-New York route (http://www.lightwaveonline.com/articles/2012/10/spread-networks-improves-latency-on-chicago-new-york-route.html )
- [slide-19] All that Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2745220 )
- [slide-19] Distilling a Neural Network Into a Soft Decision Tree (https://arxiv.org/pdf/1711.09784.pdf) video on Two Minute Papers (https://youtu.be/zjaz2mC1KhM )
- [slide-23] https://xkcd.com/1425/
- [slide-30] https://xkcd.com/303/ → modified, idea first seen https://twitter.com/data_career/status/916350191934083072