Machine Learning for Markets
Where ML genuinely helps, where it misleads, and how to use it without fooling yourself.
Lessons
- ML in Markets: Hype vs RealityWhat machine learning can and cannot do in noisy, adversarial, non-stationary markets.
- Features: Garbage In, Garbage OutThe model is only as good as what you feed it. Building features that carry real signal.
- Train/Test Splits & LeakageIn time series, a careless split leaks the future into the past. The pitfall that fakes great models.
- Overfitting in MLFlexible models memorise noise even faster than humans. Regularisation and humility.
- Explainability & TrustA black box you cannot question is a black box you cannot trust with money. Opening it up.