Portions of this podcast may contain material produced by generative artificial intelligence tools based on human-generated sources.
A scientific take on econo...
Sigma: a Language for Open Collaboration in Economics
This episode is a deep dive into the paper by Jorge Faleiro defining Sigma, an open and domain-specific language designed to allow large-scale collaboration in economics, especially within financial trading and modeling. The paper is publicly available in the author’s arXiv.org page.This audio podcast is produced by the author using generative artificial intelligence technology, and the publicly available version of the Sigma paper as the main source. Get full access to Scientific Trading at jfaleiro.substack.com/subscribe
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Robot Trading and Incremental Learning
This episode explores the application of incremental learning, specifically using a Stochastic Gradient Descent (SGD) model, for building a robot trading system. It contrasts this approach with batch-supervised learning and reinforcement learning, arguing that incremental learning is more suitable for the non-stationary and rapidly changing nature of financial data. The article presents a simplified demonstration of how such a system can be built and trained, while also cautioning against over-optimistic expectations of guaranteed profit.This audio podcast is produced by the author using generative artificial intelligence technology, and the article describing the end-to-end process of developing the nowcasting model is used as the main source. Get full access to Scientific Trading at jfaleiro.substack.com/subscribe
Portions of this podcast may contain material produced by generative artificial intelligence tools based on human-generated sources.
A scientific take on economics, engineering, and quantitative investing.
Welcome to Scientific Trading - the podcast where science meets finance. Join us as we explore the intersection of economics, engineering, and quantitative investing through the scientific lens.
Each episode delves into the latest research and innovations in these fields, offering insights from experts and thought leaders. From deep learning algorithms and language models to systematic trading and advanced economic concepts, we uncover how scientific principles can enhance investment strategies and improve market understanding.
Whether you're a seasoned investor or just curious about the science behind computational trading, tune in for engaging discussions and actionable insights.
**DISCLAIMER**: This channel provides educational content only, not professional advice. No guarantees on investment outcomes. Always conduct your own research and consult reputable certified advisors before making financial decisions.
Subscribe now and discover how science, math, and computers can transform your approach to investing and trading. jfaleiro.substack.com
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