2min chapter

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#159 – Richard Craib: WallStreetBets, Numerai, and the Future of Stock Trading

Lex Fridman Podcast

CHAPTER

Machine Learning on Financial Data

If you train a model, it would say put all your money into tech. It's super good. But what you want to do is actually be very careful of how much of this exposure you have to certain features. And that's actually this counterintuitive thing you have to do with machine learning on financial data. So reducing, reducing your exposure would help you generalize the things that are.

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