有無Machine Learning高手

高交員

271 回覆
16 Like 4 Dislike
XanXu 2017-12-05 17:23:21
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲
我沒有放棄 2017-12-05 19:32:21
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲

HSBC + Microsoft咪有
二進制 2017-12-05 21:04:46
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲

HSBC + Microsoft咪有

我沒有放棄 2017-12-05 21:21:17
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲

HSBC + Microsoft咪有


XanXu 2017-12-05 23:29:55
其實Algo trading同machine learning 關係大唔大?
插班女同學 2017-12-06 06:47:34
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲

HSBC + Microsoft咪有


插班女同學 2017-12-06 06:58:20
我沒有放棄 2017-12-06 09:54:58
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲

HSBC + Microsoft咪有



陰影 2017-12-06 10:11:04
做開GAN

CycleGan,XGAN,TCGAN 咁,香港好似好少人做
大鶴堂堂主 2017-12-06 10:14:05
ug math major對呢行發展幫助大唔大
我沒有放棄 2017-12-06 10:22:42
ug math major對呢行發展幫助大唔大

如果你數底好,潛力肯定好過CS果班好多
大鶴堂堂主 2017-12-06 10:26:58
ug math major對呢行發展幫助大唔大

如果你數底好,潛力肯定好過CS果班好多

我都諗住double major/minor埋cs
需唔需要識比較深嘅pure math e.g. complex analysis, abstract algebra, topology
定reg多啲applied math/stat courses e.g. optimisation, numerical analysis, regression analysis
二進制 2017-12-06 11:16:39
ug math major對呢行發展幫助大唔大

如果你數底好,潛力肯定好過CS果班好多

我都諗住double major/minor埋cs
需唔需要識比較深嘅pure math e.g. complex analysis, abstract algebra, topology
定reg多啲applied math/stat courses e.g. optimisation, numerical analysis, regression analysis

我覺得至少要識stat + prob + linear algebra + real analysis + convex optimization
好後悔無早啲take real analysis
二進制 2017-12-06 11:17:25
做開GAN

CycleGan,XGAN,TCGAN 咁,香港好似好少人做

目前GAN都好似用喺圖像多?
我沒有放棄 2017-12-06 15:07:58
ug math major對呢行發展幫助大唔大

如果你數底好,潛力肯定好過CS果班好多

我都諗住double major/minor埋cs
需唔需要識比較深嘅pure math e.g. complex analysis, abstract algebra, topology
定reg多啲applied math/stat courses e.g. optimisation, numerical analysis, regression analysis

Pure math train 你 math ability,CS唔洗好多
CAD 2017-12-06 16:33:34
樓主分享的一個open source hft backtest and trading platform

"The latency can be as low as 100 milliseconds, dependent on the distance between you and trading venue servers."

http://www.quant365.com/doc
高交員 2017-12-06 20:46:34
樓主分享的一個open source hft backtest and trading platform

"The latency can be as low as 100 milliseconds, dependent on the distance between you and trading venue servers."

http://www.quant365.com/doc



啲個organize得幾好,又open source,如果有任何人有興趣 trading platform,可以參考一下。但係速度上已經唔算係HFT,by software, latency must be under tenth of microseconds to be considered .HFT.
二進制 2017-12-06 21:15:16
其實係咪一定要用你嗰間證券行畀你嘅API先做到Algorithmic trading?
驢仔 2017-12-07 00:34:46
其實係咪一定要用你嗰間證券行畀你嘅API先做到Algorithmic trading?


ib account 好易開
XanXu 2017-12-07 14:12:33
Push
高交員 2017-12-07 16:27:47
其實係咪一定要用你嗰間證券行畀你嘅API先做到Algorithmic trading?


如果你有一個generic 啲嘅platform, 無論你用邊個API,都應該唔會影響到你個strategy. 即係 make sure your trading platform design is modulized. Market access layer可以plug in 唔同證行嘅API.

其實有好多strategies都會同一時間用唔同行嘅API去做一啲arbitrage.

如果你係問有無人hack API, 即係例如用 IB 去trade, 但唔用佢比你攞 market data 的API, 直接 tap on udp packet 來加快收data 的速度,有人咁做,但好少,因為要經證行都唔會快得去邊,唔洗去optimized. 但係直接駁exchange, collocation,之後去bypass 啲exchange api,咁樣做就有意義得多。
插班女同學 2017-12-07 17:13:56
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲

HSBC + Microsoft咪有





哈哈哈比人 2017-12-07 18:09:47
其實係咪一定要用你嗰間證券行畀你嘅API先做到Algorithmic trading?


如果你有一個generic 啲嘅platform, 無論你用邊個API,都應該唔會影響到你個strategy. 即係 make sure your trading platform design is modulized. Market access layer可以plug in 唔同證行嘅API.

其實有好多strategies都會同一時間用唔同行嘅API去做一啲arbitrage.

如果你係問有無人hack API, 即係例如用 IB 去trade, 但唔用佢比你攞 market data 的API, 直接 tap on udp packet 來加快收data 的速度,有人咁做,但好少,因為要經證行都唔會快得去邊,唔洗去optimized. 但係直接駁exchange, collocation,之後去bypass 啲exchange api,咁樣做就有意義得多。


請問Ching,點樣去判斷一個strategy 係成功?如果strategy 本身已經唔得,係唔係點optimise都無用?
我沒有放棄 2017-12-07 18:13:18
大行有冇entry trainee position 係請呢machine learning
見唔少都係under retail banking感覺好似係做apps/biometric 個啲

HSBC + Microsoft咪有






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