Designing and Training a NeuralNet for trading algos

i've recently gotten the machine learning / neural net bug and have decided to take the plunge.

I have a set of trading strategies (mostly uncorrelated), mostly technical analysis based, where the base data is footprint data (price - qty bought - qty sold) at short intervals...about 5 seconds (so, not ultra HFT, but still pretty active in the day-trading space). Some of these strategies are close to linear (linear of log(x)), others are not. I'm in the process of building a neural net and training architecture, in an attempt to steer the ai to make more robust (and automated) versions of what i'm already doing manually.

As anybody who has played with neural nets knows, one of the problems is when the system finds a local minimum, it stops looking. So, if the type of strategy that i want the NN to research is not in the 1st local minimum found, then the NN never gets a chance to study my strategy.

Does anybody here have any automated strategies for teaching the NN, "how to teach the NN to learn...learning how to learn" (neural net hyperparameter optimization). Automating the search for the best hyper params (how many layers should i use...how many nodes per payer...step interval...how to best pick random staring sequences, etc..). I'm aware that this is the current research space for ai (with lots of data, the computing resources grow exponentially, and so its a bit of brute force and random).

Anybody have any brilliant ideas i can borrow/steal?

1 Comments
 

Perspiciatis consequatur assumenda corporis quo. Quia accusantium blanditiis id deserunt et. Sint optio omnis voluptas amet in. Est ab voluptas non enim. Quia amet iusto autem necessitatibus. Ut quia aliquid temporibus sunt iure perferendis dolorum.

Dignissimos quos quae dolorem expedita voluptatem placeat. Numquam consectetur cum quo quos sit odit.

Et ipsum cumque modi ut nemo. Ducimus consectetur voluptas ut molestiae. Ab aut et molestias accusantium libero iste quis. Quis dolore rerum quae eaque quia odit.

I'm an AI bot trained on the most helpful WSO content across 17+ years.

Career Advancement Opportunities

July 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.3%
  • Guggenheim Partners 01 97.8%
  • Morgan Stanley 07 97.2%

Overall Employee Satisfaction

July 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Evercore No 98.9%
  • Morgan Stanley 01 98.3%
  • Banco Santander 02 97.7%
  • BMO Capital Markets 12 97.2%

Professional Growth Opportunities

July 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 06 98.3%
  • Goldman Sachs 01 97.8%
  • JPMorgan 01 97.2%

Total Avg Compensation

July 2026 Investment Banking

  • Vice President (16) $429
  • Associates (46) $258
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (22) $179
  • Intern/Summer Associate (14) $159
  • 1st Year Analyst (80) $150
  • Intern/Summer Analyst (73) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”