A focused conversation with Oren Tapiero, a quantitative researcher at Tidal, on how machine learning is truly used in live trading. The discussion covers why the research question matters more than the model itself, how to approach feature engineering and causality instead of simple correlation, and why walk-forward backtesting and regime awareness are essential. A clear, reality-driven perspective on ML for quants who care about what actually works.

*DISCLAIMER*

The information shared on this podcast is for educational and informational purposes only and reflects the personal opinions of the hosts and guests at the time of recording. Nothing in this podcast constitutes financial, investment, legal, tax, or trading advice, and nothing should be interpreted as a recommendation to buy, sell, or hold any security, cryptocurrency, derivative, or financial product.

Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.