Machine Learning/Deep Learning for Stocks/Options

Machine Learning/Deep Learning for Stocks/Options

First of all, just want to thank this awesome community (except times when every comment is ironical or about asking the OP for PnL screenshots). I’ve been a member for 4+ years now and it has taught me a lot about trading in general

Due to my job, I’ve been away from trading and mostly into long term investing. With that stabilised a bit, I want to get back into it along with my tech skillset (ML Engineer at my current job).

So, just wanted to see if anyone has made use of ML/DL for trading stocks or options? How has been your experience and what would you recommend someone new starting this road.

Have a great Sunday y’all.


View on r/IndianStreetBets by RobotsMakingDubstep


  1. Show your 3 year PnL before making such claims.. (just a joke please don’t downvote)

    Machine learning helps to do HFT if you are seeking much clarity on the scope of it.

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  3. So I spent quiet some time trying this exact thing.

    You can’t really predict the market using regression in any profitable way. But what you can do is train a model to balance a portfolio using reinforcement learning.

    Options should also be doable, but you need years of minute level data for that. Much easier to automate an easier strategy which shorts ATM options to capitalise on theta decay. The automation lies in the adjustment.

    The main problems for options are:
    – brokerage (too many trades eat into your profit)
    – lack of minute level data for backtesting
    – unreliable APIs (maybe they’ve improved now?)

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