QuantDare

Second chances with #Momentum #sp500 #assetmanagement bit.ly/36YeCJq

The Signature of a #timeseries is a universal description for a stream of data derived. Over the last years, this technique has been used successfully applied in a wide array of #MachineLearning tasks dealing with sequential data by @meer_pardo bit.ly/3hUzBj2

The #Kellycriterion first described by John Kelly is one of the most useful techniques when it comes to #assetallocation strategies in the #stockmarket. Would you like to know more? #portfoliomanagement bit.ly/2ZCMxns?platform=hoot…

Variational autoencoder as a method of #dataaugmentation #MachineLearning #ArtificialIntelligence bit.ly/2XU2CU9

Probabilistic #SharpeRatio example coded in Python. Breakdown of @lopezdeprado 's paper. Dealing with non-Normal returns (skewness and kurtosis). bit.ly/36iP4Fq #Python #Riskmanagement

What is the difference between #parameters and #hyperparameters? by @anitaporr #MachineLearning #Datascience bit.ly/35WYBSg

We use BERT, a #deeplearning network for #NLP tasks, to do sentiment analysis of newspaper text in order to predict stock market returns. bit.ly/2zjLEFU #QuantDare #Neuralnetwork

Artificial Neural Networks (ANN) complexity makes hard to understand them. Visual representations of its training process can help to show how they work. #AI #ML #Python bit.ly/2YsMGKx

The #BlackScholes formula can be used to create a hedge for an #option. But is this model accurate when we use it in discrete-time? #riskmanagement #assetmanagement bit.ly/3bym7qU

Even if only investing in local assets, one can be exposed to foreign #currencyrisks. We discuss how to measure this risk in order to prevent it. #riskmanagement bit.ly/2RGnewG