The Austrian Quant: My Machine Learning Trading Algorithm Outperformed the SP500 For 10 Years

Introduction

Broadly speaking, I generally spend most of my time thinking about two things, technology and investing. More specifically, I often ask myself what is something useful I can build with software (or occasionally hardware) and what is something useful which I should invest in.

Prologue

For my summer internship, my project involves using machine learning to help small businesses with funding. I learned a lot about machine learning in the process, so I gave a talk about it to some of my co-workers and shared the slides online:

I also shared the code on my Github.