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Deep Learning (by Aaron Courville, Ian Goodfellow, and Yoshua Bengio) Read cover to cover, then applied these techniques to Crypto Markets (turns out, crypto ma
by pinouchon 6y ago
Deep Learning (by Aaron Courville, Ian Goodfellow, and Yoshua Bengio)
Read cover to cover, then applied these techniques to Crypto Markets (turns out, crypto markets are pretty inneficient)
- alexmingoia 6y agoYou may be interested in earning money from your models with stocks at https://numer.ai https://numer.ai, if you don’t already know about it.
- yourabstraction 6y agoInteresting. Do your trading strategies still work, or has the market become too efficient? Did you ever trade in a bear market, and by how much did you beat returns on holding just BTC and ETH?
- pinouchon 6y agoWe have experience trading since march 2020, so no proper experience in a bear market. We deployed our first algos with nontrivial amounts (> 100usd) the night before the march crash. And yes we did get rekt that night :) Trading strategies work. That it still works is a huge mystery to me. We did beat BTC, we have no long/short bias, and are doing the best during volatile periods (up or down)
- abrichr 6y agoI assume if you had consistent success you were doing more than time series forecasting on prices. Any chance you can elaborate a bit about what were the model inputs and outputs?
- carabiner 6y agoI hate reading comments like this because it always causes me to waste a week dabbling in jupyter notebooks with bitcoin data before realizing it's probably far too much work for me. Happens every 10 months, on average. I know it's 99% data cleansing to arrive at a "true" price through the noise. How to do that, I don't know.
- xcubic 6y agoDid you know ML before that?
- pinouchon 6y agoBefore that, I had a strong interest in AI & ML, read the Deep Learning book and did the cs231n mooc. So I could train basic neural networks with pytorch but that was it.