Machine Learning and Optimal Trading

by Graham Giller January 26, 2012 00:07
I am currently writing about using Machine Learning algorithms to discover Optimal Trading Rules. This work will be devided into several parts, the first of which is about developing an appropriate training set to use for the Machine Learning algorithm. I am working around an idea based on the use of Oracles in forecasting. I will put a draft of this paper on my author page at the SSRN when it is complete.  

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About the Author

Graham Giller - Headshot GRAHAM GILLER
Dr. Giller holds a doctorate from Oxford University in experimental elementary particle physics. His field of research was statistical astronomy using high energy cosmic rays. After leaving Oxford, he worked in the Process Driven Trading Group at Morgan Stanley, as a strategy researcher and portfolio manager. He then ran a CTA/CPO firm which concentrated on trading eurodollar futures using statistical models. From 2004, he has managed a private family investment office. In 2009, he joined a California based hedge fund startup, concentrating on high frequency alpha and volatility forecasting. My updated resume is on LinkedIn.

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