Category: General

General posts about markets

Thoughts on the market sell-off

When I’m hungry, I tend to think of burgers. I should add, that this doesn’t imply that I eat a burger every time I’m hungry (even I recognise that would be a suboptimal solution health-wise!). Similarly, in markets, when there’s a move, particular a large one, market participants want to find a reason. Sometimes there…

Fooled by randomness?

Nassim Talib’s book entitled Fooled by Randomness, is a great read. The central premise is the idea that people mistake randomness for something meaningful. We always want to find an explanation or a cause for something, even if there isn’t one. Markets are inherently noisy. It isn’t always possible to understand “why” a market moved…

A startup as an options trade

A trader spends inordinate amounts of the day looking at a screen, continually monitoring how assets react to events, seeking a signal amid a considerable amount of noise. At the same time, a successful trader needs to have the ability to correctly scale their risk. In a sense it doesn’t matter how often a trader…

Time series workshop at NIPS

I was recently at NIPS, a week long conference on machine learning. With over 8000 attendees, a new record for the event, it is one of the biggest conferences dedicated to machine learning. In the coming weeks, I’m looking forward to writing about the various subjects discussed at the event, including my general takeaways. In…

Factors to trade cryptocurrencies

“I didn’t buy any actual bitcoin, I bought Ether”, I heard that earlier this week in a gym in LA (ok, ok, I don’t go to the gym all that often, so maybe this isn’t representative of all weightlifters in gyms). Is this a sign that cryptocurrencies have hit the mainstream (I’ve finally bought some myself,…

Some book reading ideas

Christmas is nearly here and the year is close to its end. I am unsure whether what I have achieved this year, is precisely what I had set out to do. I have however succeeded admirably in failing to adhere to my new years resolution for 2017. I had planned to go the gym most weekdays.…

Machine learning the mundane

Try to think of the “buzziest”, buzzwords you can think of. Support vector machines? No. Random Forests? No. However, group these together (and much more) under the umbrella of “machine learning”, and suddenly we have created a buzzword! The basic idea of many of the techniques which underpin machine learning is find relationships between variables. In particular,…