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We are living in a increasingly unstable world
IMF Global Stability Report 2018
Bumpy Road Ahead
Volatility Is Only Making Matters Worse for Hedge Funds
- Bloomberg 12/2018
"Average hedge fund losing
6.7
per cent
in the year to the end of November"
- FT 1/2019
* Conditions Tightening
* Central Banks Respond to Inflation
* Trade War
Existing Funds are Performing Poorly
in a Changing World
Old School Trading is Losing,
Winners Use Computers
"ones that to a large extent use
computerised strategies
to trade markets,
managed to sidestep the turbulence
and
profit
from the resulting dislocations."
- "Renaissance joins big hedge funds in defying 2018 gloom" FT 1/2019
* Expert Systems
* Low Fidelity Data
* Hand Tuned Algorithms
* Hard to Change and Adapt
Existing Trading Software
Built on Old Foundations
Deep Learning Has Limitations
* Millions of examples
* Ground Truth is hard to create.
* Easily fooled.
* Takes a long time to train.
Automation Has a Cost
"Toyota is becoming more efficient
by
replacing
robots with
humans
"
-QZ 2014
* Robots don't learn.
* Expert Systems are Robots.
* Deep Learning takes a long time to train.
* Full Automation is Capital Intensive.
Automation is Winning
Adil Wali
Over 18 Years of
Experience Building Companies & Teams
Over 18 years of
Experience Building Software Systems
Maxim Khailo
* Improves Over Time
* Trainable
* Naturally Reacts to Action
* Fails Gracefully
* Creates Super Humans
Automation Wins if It's Human Centric
Maxim Khailo
Experience building automated, petabyte scale
Machine Learning systems with thousands of users.
Adil Wali
Impressive Blurb
Backtester
Data Ingestion
Trainer
Algorithms
Strategies
Trader
* Historical Data
* Realtime Data
* Subcandle Precision
* Neural Net Based
* Hand Written
* Traditional Indicators
* Boosting
* Virtual Broker
* Slippage and Fill simulation
* Parametric Optimization
* Trains Neural Net Algos
* Uses Tick Level Historical Data
* Labels by an Oracle Algorithm
* Slippage
* Bracket Orders
* Reversals
* Stop loss and Profit Takers
* Live Trading
* Paper Trading
* Human Controllable
* Trades with IB
Project Iron Wing
Modern Foundation
* C++ 17
* Design by Contract
* Multi-core
* GPU
* Designed for Machine Learning
Strategy
Adviser
Adviser
Adviser
Algorithm
Algorithm
Algorithm
Indicators
Order Signals
Trader
Realtime Data Feed
Broker
Orders
Trades
The Timing Is Perfect
Cloud Native
Increased Volatility
Leapfrog AI Tech
Peak Passive Money
1
Unstable World
IMF Global Stability Report
Performance in a Changing World
Winners and Losers
Old Foundations
Deep Problems
Robots Do
Human Centric
Human Centric 2
Team
Team 2
Components
Modern Foundation
Trader
Trader