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trading with AI and those pesky little bugs

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  • #1

    trading with AI and those pesky little bugs

    AI Data poisoning attack: Manipulating game AI of Go → https://arxiv.org/abs/2007.11820v3
    i am sure somewhere in the near future someone will bring some financial firm or a whole array of trader to its knees using that

    bonus:

    Financial Signal Processing — Part 1 → https://medium.com/p/69c20fd5ad6d
    Tags: None
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  • #2
    I had to look up what exactly data poisoning is (apparently it's exactly what it says on the tin) and was reminded of TayTweets! LOL what a disaster that was.

    For my small-time purposes I'm not very concerned about this, as I don't expect there to be much reason for Yahoo's ticker data to be compromised.

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    • #3
      Originally posted by Zalgo View Post
      AI Data poisoning attack: Manipulating game AI of Go → https://arxiv.org/abs/2007.11820v3
      i am sure somewhere in the near future someone will bring some financial firm or a whole array of trader to its knees using that

      bonus:

      Financial Signal Processing — Part 1 → https://medium.com/p/69c20fd5ad6d


      did you read that thread on /r/algotrading too? ive been going deep down the matlab/signal processing hole ever since.

      also red teaming AI data poisoning is super hot in the streets right now. so many algs are baed off sentiment meters like twitter posts/trends...

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      • #4
        this popped up in the same reddit group:

        https://arxiv.org/pdf/1811.09549.pdf

        zero day ML trading voodoo from JPMorgan.

        if you scroll down into the references, youll see they also give daps to :

        Nima Akbarzadeh, Cem Tekin, and Mihaela van der Schaar. Online learning in limit order book trade execution. IEEE Trans. Signal Processing, 66(17):4626–4641, 2018.

        feels like a pretty substantial cat might be out of the bag.

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        • #5
          also i saved that Yao Lei Xu artilcle to pdf in case the world ends and the internet vanishes indefinitely and i want something meaningful to read.

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          • #6
            Originally posted by sonatine View Post



            did you read that thread on /r/algotrading too? ive been going deep down the matlab/signal processing hole ever since.

            also red teaming AI data poisoning is super hot in the streets right now. so many algs are baed off sentiment meters like twitter posts/trends...
            i am not on reddit i get my ML news straight from irc where are some pretty nice news aggregator channels for ML and/or trading

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            • #7
              Originally posted by Zalgo View Post
              i am not on reddit i get my ML news straight from irc where are some pretty nice news aggregator channels for ML and/or trading
              goddamned, not bad. what network / channel(s) if'n you dont mind me asking?

              please disregard if private obviously

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              • #8
                freenode irc go to ##machinelearning ##us-market-news ##robinhood ##trading the guy who runs those channels also runs a ton more...security news AGI stuff corona news feed
                he works somewhere in the ML sector since a long time
                • Likes 1

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                • #9
                  incredible, thank you. time to compile bitchx.

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                  • #10
                    there is also ##math if you need help for that ##econometrics turned into a bitcoin slap fest so there isn't much good info there anymore
                    • Likes 1

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                    • #11
                      https://www.jstage.jst.go.jp/article.../_pdf/-char/ja

                      loooooks like its time to learn japanese imo
                      • Likes 1

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                      • #12
                        no need to learn moonspeech
                        http://cs230.stanford.edu/projects_w...s/32066186.pdf
                        https://www.datacamp.com/community/t...n-stock-market

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                        • #13
                          have you done any first hand research on LSTM for finance trend modeling? i seem to recall someone pointing out that all the fancy correlated graphs tend to be nothing but the model predicting direction based on the previous candle, in so many words. i promised myself id do some more research into it someday and just never got around to it.

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                          • #14
                            these medium articles are pretty cute and although they rarely bring much to the table in terms of edge, they usually come with source code and a some interesting tradecraft:

                            https://medium.com/@tomgrek/heres-wh...k-3309d62567c4

                            love that this guys rolling with tensorflow here.

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                            • #15
                              with the current state of ML algos, we are light years away from some meaningful system who could predict the stock market, i mean just look at it like this: ML is very good in doing things which are confined in a very small space of variables like games or speech or recognizing something in a picture, the moment you introduce outside variables (bad light conditions, stutter etc) every ML system i know drops in reliability a lot and the stock market is a extremely chaotic system where things from another vector can change a outcome dramatically.

                              just look at GTO solver in pot limit omaha same story same problem as long as you are playing like the solver predicts it works but if you dont well solver starts to spew (they dont like limping for example) sure it may beat extremely horrible players but in the long run it will not transform into a self reliable money making machine

                              in before:
                              b...bu...but HFT!!!1!11

                              No HFT is not fully automated trading

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