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Crystal clear presentation. Amazing

epic

Where is the presentation that Marco is discussing? Can we download it somewhere?

i don't think that statistical approach cannot deal with outliers but yes maybe empirical alghoritms can do better

this is mind blowing

The video could have divulged the returns and risks generated by leading ML based quant funds over the years and also returns generated by some major trading algos over the years, to bring out theshelf life of specific algos and ability to generate sustained higher sharp ratios.

You try to give the video more brightness it will be great if you do

I don't believe in hedging. Why not just lessen the position size if you're not that confident. On some occasions, both the original position and hedge can go against you.

De Prado's logic: since poor models fit badly I don't use any model. Unfortunately this approach is not going to work when data are not enough to tell you anything close to the truth, e.g. in finance where returns are fat tailed and most observations are just noise

The high frequency example of flash crash is classic fat tail. When many algorithm act the same way you get extreme events. Without the common models, their actions would cancel. But if many players come to same conclusion, you get the black swan. Machine learning is causing the extreme events, the black swans, as it correlates activities.

Something that you find after tens of scrolls of your monitor after very specific query. Kind of bonus level, here it is ;).

great presentation !

this is eye opening , very fresh perspective on using ML to tackle one of the toughest challenge - finance .

This is gold. Fantastic crystal clear presentation!!! (y)

the problem is that we lack financial market data, especially bearish market data. If the company focuses on HFT, it surely has enough data to deal with regime change. However, for medium-term trading, ML cannot help us to predict regime change because of lacking data.

Keep up the good work. I really think that you deserve more views! Did you ever look into using smzeus . c o m?? You should use it, it will help you get the views that you deserve!!!

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