Discussion/Non Quantitative Signals in ML

  • April 7, 2014 · 7:30 PM
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Sorry that our last meeting got cancelled due to the meetup website problem.

We are ready for a new meeting! It will be very interesting. We will start off discussions on non-quantitative signals.

Also, please think about the meeting after next in the end of April. Can someone present any interesting problems, thoughts, ideas you came across? A practical ML analysis would be interesting too. No need to prepare a lengthy presentation. Even a problem you are trying to solve would be good.

Please RSVP with full name for security.

Looking forward to our next meeting!


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  • Chuck H.

    Thanks to all who offered their comments on the topic of 100 ms periodicity in Forex. Some references related to items that I discussed:

    1) A discussion of 100 ms clock-time periodicity can be found in ‘Low Latency Trading’ a working paper by Hasbrouck and Saar. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695460

    They use NASDAQ data, but the high-level characteristics (Fig 1 in their paper) are similar to the examples that I shared using EURUSD data 2) Dr Joel Hasbrouck is your neighbor! He is a Prof at the NYU Department of Finance. Perhaps you might draft him as a speaker! His link at NYU is:
    http://people.stern.nyu.edu/jhasbrou/ The findings that I shared are destined for blog entry in the near future. I’ll supply a link to those that are interested.

    Last of all, thanks to Werner for putting the group together!

    May 1, 2014

  • Werner N.


    1 · April 9, 2014

  • John W.

    delayed at office, sorry I can't make it!

    April 7, 2014

  • Vivek M.


    March 27, 2014

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