Lirik

427 reputation

bio	website
	location	Chicago, IL
	age	28
visits	member for	2 years, 3 months
	seen	Apr 9 at 21:02
stats	profile views	36

My name is Kiril Gantchev, I'm a software engineer and my interests include: machine learning, artificial intelligence, bitcoin, trading and making the world a better place!

I blog about technology in general (mostly things I encounter):
codesprout.blogspot.com

Sometimes I blog about ML/AI stuff:
mlai-lirik.blogspot.com

P.S. If you're wondering, my gravitar image is an endogenous retrovirus.

kgan...@gmail.com

	427 reputation	bio	website		visits	member for	2 years, 3 months
49 badges		location	Chicago, IL		seen	Apr 9 at 21:02

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Feb 7	accepted	How to combine various equity measures into a single measure (vector magnitude)
Feb 6	comment	How to combine various equity measures into a single measure (vector magnitude) @shabbychef, I'm trying to figure out a way to "collapse" the vector so I don't have to compare each metric separately. I have thousands of instances to compare and I want to do it as fast as possible. Comparing 5 dimensions is going to be much slower than just comparing a single value.
Feb 6	asked	How to combine various equity measures into a single measure (vector magnitude)
Feb 4	awarded	Scholar
Feb 4	accepted	How are risk management practices applied to ML/AI-based automated trading systems
Feb 4	awarded	Commentator
Feb 4	comment	How can I go about applying machine learning algorithms to stock markets? @Neil: semantics... maybe it's not the general consensus, but the attitude towards AI is that it's voodoo science and you try it if you have $800 million to blow. I don't have such an attitude, but when I talk to various people I get that vibe.
Feb 3	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef: If it was easy, everybody would be doing it... some people do give up. The assumption is that your trader (or algorithm in this case) is pretty good, but you need proper risk management to establish correct lot sizes, track exposure and controlling losses. The risk management you're talking about does not address those things.
Feb 2	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef, OK, you're thinking of a completely different architecture for an ML system...
Feb 2	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef, like I said: there is no backtesting! If you hire a trader you don't backtest the trader to see how they're going to do, instead you let them trade with a paper trading account and once you see that they're doing good you actually let them trade with real money. You take the same approach with ML: you train your ML with a rolling training set, once you reach sufficient performance you start paper trading and that is effectively your "backtest." The training does not stop even if you start trading with real money, that's why you need a separate measure for risk.
Feb 2	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef, online machine learning eliminates the use of back-testing. The point of online machine learning is that you never stop learning: your machine learner constantly generates viable candidates (i.e. strategies) as you continue to feed it the latest market data. This also nearly eliminates datamining bias as you don't have a fixed data set on which you can overfit your ML, the data set is constantly changing.
Feb 2	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef I think online machine learning can mitigate those risks for the most part.
Feb 2	revised	How can I go about applying machine learning algorithms to stock markets? Clarification.
Feb 2	awarded	Teacher
Feb 2	answered	How can I go about applying machine learning algorithms to stock markets?
Feb 1	comment	What broker/feed/APIsetup allows for recording the most accurate data (cheaply)? @allen, it should be pretty easy to check if you download the T4 desktop and open up one of the sample projects from the installation directory. I think you will also need Visual Studio 2008 or later.
Feb 1	comment	What broker/feed/APIsetup allows for recording the most accurate data (cheaply)? @user40, I don't know of any that are free and allow the granularity of IB or T4 (tick feed and tick historical data). IBM has a Java API, but it's pretty expensive (it starts at 1,850 USD for a 12 month license and goes up to 101,000 USD).
Feb 1	revised	What broker/feed/APIsetup allows for recording the most accurate data (cheaply)? Clarification.
Feb 1	comment	How are risk management practices applied to ML/AI-based automated trading systems @shabbychef, I was actually asking for risk management of the trades generated by the ML/AI systems, not the risks involved with developing such systems.
Feb 1	awarded	Supporter