I have done a number of talks and appeared in a number of videos over the years. It has been some time since many of these videos and talks have been made (mostly over 5 years from this date), but there are some interesting nuggets amongst them. Most of these are on applications of machine learning in finance - you may find them interesting.

Talks

Thrifting Alpha

Thrifting alpha is a talk about using ensemble learning to combine low alpha (weakly predictive) signals for algorithmic trading into stronger composite signals for trading a portfolio of stocks.

Buying Happiness

Buying happiness is a talk about using natural language processing and sentiment classification to create trading signals based off Twitter data. We take this signal and compose a strategy for broad equity investing based on

Basic statistical arbitrage

Basic statistical arbitrage is an introductory talk around using statistics to find signals for trading in financial markets where your models give you an edge. This talk in particular is about pairs trading, where you find pairs of equities that move together and make trading decisions around your predictions of their movement.

Podcasts

Chats with Traders

Chats with traders is a podcast that I spoke on some time ago about the challenges of using machine learning in finance. You can find a recording of that conversation here.

Writing

Books

Bit of a misnomer here, as I haven’t written any books in their entirety [yet], but I did some work on “Bayesian Methods for Hackers” porting it to PyMC3, which was a substantial version change from PyMC.

Quantopian

Much of this volume of content was produced when I worked at a startup where we did a lot of education for the community. Beyond the above live recordings, there was a very large quantity of lectures on statistics, machine learning, quantitative finance, and algorithmic trading. This repo contains most, if not all, of that content, with this directory in particular being the one with the lectures in it.

Everywhere else

And here’s a broad youtube query that will probably capture the rest.