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.

  2. Hi, /u/RobotsMakingDubstep! Welcome to /r/IndianStreetBets!

    Use the Daily Discussion Thread for basic queries. Before contributing, do check if your particular question has been answered in the [Wiki]( Do utilise the search function to do the same too. Please use proper [post flairs]( and adhere to the rules in the sidebar. You are urged to post beginner questions in the stickied daily discussion thread or on our [Discord in #beginner-questions channel]( so as to keep the subreddit as clutter-free as possible. **If this post has good insights or well research, tag the Mods so we can give a shoutout on Discord and get the post more traction** Thank you!

    *I am a bot, and this action was performed automatically. Please [contact the moderators of this subreddit](/message/compose/?to=/r/IndianStreetBets) if you have any questions or concerns.*

  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?)

Your email address will not be published. Required fields are marked *

Zeen is a next generation WordPress theme. It’s powerful, beautifully designed and comes with everything you need to engage your visitors and increase conversions.