- I have a passion for solving puzzles, and there is no greater puzzle than trying to find excess returns in the equity markets. To begin my journey into algorithmic trading I have made multiple models in varying complexity ranging from naive predictions to a fully convolutional neural network. The purpose of building all these models is to create a framework to build future models off of and eventually a whole training system. In addition, this was an experiment designed to see if complex models such as deep neural networks outperform simple models.
0 commit comments