Jerzy Pawlowski

If somebody with no trading experience asks you how you make money, you must be able to explain it in couple of sentences, otherwise, you are not making money. Prior to that I used to explain people how fancy my Machine Learning flows are, without being able …

… Use non-conventional train/test splits and add random noise to evaluate your generalization power. Always be extremely careful, because you don’t know what you don’t know. You don’t know what’s going to happen, but Monte-Carlo simulation is your best friend, as you can a…

The problem with Machine Learning is that it’s very tough to apply in trading. It’s more of a filtering method rather than a decision making tool. Most of the paper trading tests…