Trading Models Get a Quantum Leap via Machine Learning

The FTF Exchange Podcast · Mar 8, 2023 · 24m

For this podcast, Alexander Sokol, founder, executive chairman, and head of quant research at CompatibL Technologies, focuses on how trading and risk models are getting an exponential boost from machine learning. For instance, the standard models for interest rates are based on incremental changes in rates but those models are falling short now as rates are in turmoil across the globe as central bankers raise rates to drive down inflation. “So, the new model types that we developed, which are called Autoencoder Market Models, are based on training the models to the entire history of interest…