
131: Morgan Slade – Strategy Development, Powered by Machine Learning
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Machine Learning and Quantitative Trading
The strategy went from a somewhere around at one point five sharp to three three and a half which is a massive increase. By using machine learning rather than having to do kind of that manual like trial and error type approach he was able to bring in all sorts of data that he didn't even know he knew it sort of mattered instinctively knew it should matter but he didn't know how to plug it into a set of rules. So by using you know this random forest model he wasable to label all the ideal trades that he was wanting to make and feed in features that he felt like should be relevant pick out the ten or fifteen that actually according to the machine learning algorithm were relevant,
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