Quantitative Trading and Systematic Investing

Letian Wang Blog on Quant Trading and Portfolio Management


Machine Learning in Finance -- Some Models and Examples


I decided to write a story discussing some machine learning in finance practices I see online. There are a lot of articles and books about this topic. This post is different in that the concepts described here may not be completely correct or mathematically tight. It is just my current understanding of machine learning and data science, and I’m prepared to come back updating some concepts based on feedback and new developments.

The full post is on medium now.

DISCLAIMER: This post is for the purpose of research and backtest only. The author doesn't promise any future profits and doesn't take responsibility for any trading losses.