Lessons learned building an ML trading system that turned $5k into $200k
One of my recent side projects was building an automated trading system for the crypto markets. To be fair, I probably spent more time on this than on my full-time job, so calling it a side project may not be completely accurate. The internet is full of people ready to teach you about trading. Most....
Hasnain says:
This was a really good read going into technical depth about building trading systems for crypto-currencies, and some translatable lessons on how to do this for traditional markets.
Goes into a lot of detail behind what you need for an "ML" system and how just a new model alone doesn't cut it. My main takeaway from this is that a lot of the new fancy ML systems fail because people try to use it as a substitute for deep domain expertise -- when, in fact, you need the expertise in order to make a good model in the first place.
"You may be disappointed that this post was more focused on problems than solutions. But that's for a reason. There are no universal solutions to complex problems that work in all cases. What's important is to fully understand the facets of a problem, and then make the reasonable decision specific to your context."
Posted on 2019-11-29T20:48:17+0000