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Co-founder of consulting firm Neurons Lab and advisor to AI products builders. On Medium, I write about proven strategies for achieving ML technology leadership

Ground principles of reinforcement learning in financial markets

Can you trade a cosine wave before the real markets?

How do reinforcement learning agents learn to trade like this? | Illustration by the author

There are many methodologies in algorithmic trading — from automated trade entry and close points based on technical and fundamental indicators to intelligent forecasts and decision making using complex maths and, of course, artificial intelligence. …


Tips for educators and self-trained data scientists

How to learn in the age of commoditized knowledge and commercialized research

Half a year ago I have agreed on a small adventure for myself. My university professor and thesis supervisor Luca di Persio offered me to join a teaching squad at a brand-new Data Science faculty at the University of Verona, my second alma mater. …


To learn new libraries or finally do what the clients want?

Strategies and tactics for independent experts

Illustration from Upslash

Remote work is a new normal today. The first months of “freedom” from the office were pretty fun but that job stays the job: dependent on a fixed salary / hourly rate, limited opportunities, risks of losing a warm place. Lots of us have tried to go solo, finding customers…


Don’t make the consultants fool you!

How to satisfy all stakeholders with a great product

Illustration from Upslash

Making buzzwords as “digitalization”, “innovation” and “big data” into the alive and profitable product is hard. And usually, it’s not the technology itself that fails, but the alignment between owners, managers, clients, employees, and sometimes the society. …


Wave motion illustration http://animatedphysics.com/insights/modelling-photon-phase/

In the previous article, we have built experiments where we have learned how to approximate physical laws models with machine learning algorithms, which was a preamble for a “real” data generation process. …


Wave motion illustration http://animatedphysics.com/insights/modelling-photon-phase/

GANs and other generative machine learning algorithms are still hyped and work fantastically with images, texts, and sounds. They’re able not only to generate data for fun but solve important theoretical issues and boost production ML pipelines. Unfortunately, typical today’s practical use case is limited to “fine-tune pre-trained StyleGAN2 for…


SIMULATIONS, RISKS, AND METRICS

Understanding strategy risk and the probability of overfitting: small numbers that change everything

Illustration from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3544431

Note from Towards Data Science’s editors: While we allow independent authors to publish articles in accordance with our rules and guidelines, we do not endorse each author’s contribution. You should not rely on an author’s works without seeking professional advice. See our Reader Terms for details.

This is the third…


SIMULATIONS, RISKS, AND METRICS

Combinatorial and scenario-based backtesting from historical data and simulations

Illustration from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3544431

Note from Towards Data Science’s editors: While we allow independent authors to publish articles in accordance with our rules and guidelines, we do not endorse each author’s contribution. You should not rely on an author’s works without seeking professional advice. See our Reader Terms for details.

Let’s disassemble backtests and…


SIMULATIONS, RISKS, AND METRICS

On the dangers of walk-forward backtesting, how to measure them and not feel right, but to be right

Illustration form https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3544431

Note from Towards Data Science’s editors: While we allow independent authors to publish articles in accordance with our rules and guidelines, we do not endorse each author’s contribution. You should not rely on an author’s works without seeking professional advice. See our Reader Terms for details.

Quantitative research is a…


Coding or selling the code?

Disassembling careers of the technology rockstars and young entrepreneurs all over the world

There are two topics that are covered in a veil of secrecy, myths, and misunderstandings. They keep busy the minds of most people not depending on the circumstances. We are making life-changing decisions just to get these two things in one or another way. These things are sex and money

Alexandr Honchar

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