The Lehman Brothers fall almost caused the global financial system meltdown. For many decades Wall Street was being ruled by the Efficient Market Hypotheses (EMH). Risk management modelling was being done using EMH. These risk management models were underestimating the probability of black swan events. Are financial markets efficient and stable as stipulated by EMH… Continue reading Financial Instability Hypotheses
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How I Made $500K With Machine Learning And High Frequency Trading?
Machine Learning is the new thing in the town. Daily we hear of a new breakthrough having being made by a machine learning algorithm. We are living in the age of algorithms. The race is on for building better and better and algorithms. In this post: How I Made $500K With Machine Learning And High… Continue reading How I Made $500K With Machine Learning And High Frequency Trading?