Statistical Machine Learning is applied by hedge funds and proprietary data firms to find an “edge” in trading securities while leveraging big data. The culmination of alternative data combined with machine learning algorithms is heavily weighted in the context of which machine learning algorithm and big data are most suitable for a given investment scenario.

Deep Reinforcement Learning (DRL) is a combination of two important forms of machine learning: Deep Learning and Reinforcement Learning that when used properly present a powerful approach to learning trading policies. Whether you are novice to machine learning technology or an advanced quant, this session is for you. You will meet two major players in the big data / alternative data space: namely Nasdaq Analytics Hub and a prominent alternative data provider, Prattle Analytics. In this talk we will provide an introduction to Deep Neural Nets and Reinforcement Learning and show how they leverage big data for effective trading applications.