Real world machine learning (part 1)

Jane Street blog, 2017: “Trading is a competitive business. You need great people and great technology...

Machine learning (ML) at Jane Street begins, unsurprisingly, with data. We collect and store around 2.3TB of market data every day. Hidden in those petabytes of data are the relationships and statistical regularities which inform the models inside our strategies. But it’s not just awesome models. ML ...