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ICML Expo Talk Panel Foundation Models for Automated Trading

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Hudson River Trading is a global trading firm and the leader in applying deep learning to financial markets. Every day our models process terabytes of market data from every financial product in the world, and must predict and act robustly under regime shifts, against adversarial participants, and under tight latency constraints. In this talk, we'll describe the problem that researchers at HRT actually solve. We'll introduce the rich but noisy market data that HRT processes and describe the businesses of providing liquidity and price discovery. Using data equivalent to trillions of tokens, we'll talk about the novel modeling, regularization, and engineering challenges we've solved to build the most predictive foundation models for financial markets in the world.

Abstract: Hudson River Trading is a global trading firm and the leader in applying deep learning to financial markets. Every day our models process terabytes of market data from every financial product in the world, and must predict and act robustly under regime shifts, against adversarial participants, and under tight latency constraints. In this talk, we'll describe the problem that researchers at HRT actually solve. We'll introduce the rich but noisy market data that HRT processes and describe the businesses of providing liquidity and price discovery. Using data equivalent to trillions…

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