Looking for options collaborators to work on machine learning

Hello Domenico,

I am interested in working as a team.

Will be glad to discuss.

👍

Hi Domenico,

Do you have discord or anywhere else to reach you?

Thanks!

I am interested!

Apologies as I misread the post --I'm not available to do the coding, I'm actually looking for the same (an ML coder to partner with). 

I'm an options trader and algo trader with decades of coding experience but only basic ML experience. 

That said, I have solid ideas around what stationary data and feature engineering will make for good ML models (think 3rd order greeks, volatility surfaces and volume bars). 

If any of you ML engineers *don't* end up working with Domenico Bezuidenhout, please ping me on slack or discord (username "ekz").

Also, Domenico Bezuidenhout  shared his discord in another thread.

here is the link to his discord

Hi All,

Just saying, you can also look on the many popular platforms out there to hire coders. I am not saying ALL of them are outstanding, I'm only saying it is an option.

You may end up finding a good coder specialized in ML. Yes, you will have to pay.

Fred

P.S. I am not saying that because I am on those platforms 😊.

This post inspired me to clean up and old algorithm and post it.  Would love to hear feedback and iterate on it to see what we can do.

 

This is a link to our discord, which we currently don't use.  If we could get a good group, I'd be happy to post code and collaborate with folks on the platform.  Currently I run our family office.

I'm also trying to develop ML codes applied to options. Anyone interested in collaborating?
I'm reading a book where he specifies that the best algorithms applied to options are Tensor Flow and Scikit Learn.
I hope we can exchange ideas

Would love to, we predominantly trade options and futures.  In the process of doing an LSTM model for options trading. Pytorch is also extremely powerful, it seems to be preferred by many researchers, but it's a bit harder to use.  However, I'd suggest you get experience with all three packages and learn Python. My experience has been that you MUST understand the intricacies of the models you build and how they are implemented.

Check out SpotGamma and Orats for options tools to which I currently subscribe.  I'd like to reproduce and expand upon their work, in QuantConnect.

I'll add here some suggested material on the topic: Advances in Financial ML by My Marcos Lopez de Prado.  Its been helpful in my ML journey. Also using the MLFinlab packages from Hudson Thames, which contains implementations of De Prado's work. The lib is available here on QuantConnect.