Artificial Intelligence in Trading - October 18, 2020

This  was a very far-reaching and lively discussion of artificial intelligence, robot trading and walk-forward analysis. Lots of  excellent questions from the audience.

Topics include but are not limited to -

  • How AI is missing common inputs used by human traders,
  • Modelling the expertise of human traders using Expert Systems,
  • The dangers of using computers to blindly create strategies,
  • Retail edges vs Institutional edges and how private traders can compete,
  • The lifespans of edges (are they getting shorter?),
  • The Dynamic Statistical Profile of strategies and taking strategies offline,
  • Correlations (and how correlation can be a 2-edge sword),
  • Objective functions and when it doesn’t matter which one you choose,
  • Using performance feedback and indicators on equity curves,
  • Adaptive trading systems
  • Fitting your process to your objective

The talk and question and answer session runs about 60 minutes. It is on YouTube.

I hope you enjoy it. I did,

Click on the image below to go to the presentation