Trading Decoded - Artificial Intelligence Applications In Finance_ Machine Learning for Algorithmic Quantitative trading_Avirath Kakkar Arvin Sahni Rajalingappaa Shanmugamani.pdf

Dedicated to our parents, Brig (Dr.) Rajesh Kakkar (Vishisht Seva Medal) and Mrs Shipra Kakkar & Mr Manjit Singh Sahni and Dr. Gurprit Kaur And our beautiful daughter, Antara who hopefully, will find errors in our research when she grows up. ¬ Avirath and Arvin Dedicated to my mom Anandhi ¬ Raja Copyright © 2020 All Rights Reserved No part of this publication may be reproduced or distributed in any form or by any means without the prior written approval of the publisher. ACKNOWLEDGEMENTS Special thanks to Mr Ajay Agarwal Director & CEO of EIS global, without whose intellectual , financial and technological help this research would not have been possible and not half as worthwhile. Ajay and his brother Vivek founded EIS at the young age of 17 and have successfully traded the markets with a lot of success for more than two decades. We’ll meet him again in the foreword. Big thanks to Simon Sywak Director A stars Advisors for proofreading the manuscript in painstaking detail and providing extremely valuable feedback. Simon has over 25 years’ experience in equity , fx and commodity markets. He recently led the Asian e-trading effort at JP Morgan. Big thanks to Amitesh Sinha , who has been a pillar of support and provided us immense guidance along the way, always ready to discuss trading strategies. He has been the Global Head of foreign exchange exotic option business at ANZ. Big thanks to Brandon Liu , eFX quant trader at Morgan Stanley Asia and Bank of America Merrill Lynch for providing valuable feedback on various technical aspects of the book. And finally and importantly our dear friend Michael Annerl, for being a pillar of immense support throughout our career. Retired as the Head of commodity structuring Goldman Sachs Asia. As always he has very kindly shared his testimonial on the book. FOREWORD I am honoured and excited to write the foreword for “Trading Decoded – Artificial Intelligence applications in finance”. I was truly impressed b