Adam Butler - Questioning the Quant Orthodoxy (S5E13)
Flirting with Models
Is There a Future in Machine Learning?
There's I think a huge opportunity in the feature space using market derived data like bid ask spreads, order book information and dealer positioning. There's just so many different ways to create synthetic assets based on trading one asset long against another short Trading baskets of longs against shorts employing calendar spreads at different points along the futures curve. And then there's different ways of building models are head of quant Andrew Butler just finished his PhD and a huge number of potential directions came out of that machine learning. You're in the best possible situation as a firm. If you've got far more prospective research directions to go then you have the resources in order to explore them.
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