This is a summary of links featured on Quantocracy on Wednesday, 01/04/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Interview with ChatGPT about its book ‘From Data to Trade: A Machine Learning Approach to Quantitative Trading’ [Gautier Marti]Introducing the first book ever generated by an artificial intelligence on the subject of using machine learning for quantitative trading: From Data to Trade: A Quantitative Approach to Machine Learning! This groundbreaking work offers a unique perspective on the use of machine learning in the financial markets, as it was created by an advanced AI using its own machine learning algorithms to
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Most popular posts 2022 [Eran Raviv]As per usual this point in time, I check my blogs traffic-analytics to see which were the most popular pieces last year. Without further ado.. First: Correlation and Correlation Structure (6) Distance Correlation (08:33 minutes average time on page) Second: Similarity and Dissimilarity Metrics Kernel Distance (11:28 minutes average time on page) Third: What is the Kernel Trick? (11:51
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Factor Olympics 2022 [Finominal]2022 is the best year for factor investing over the last decade Value generated the best and size the worst return in 2022 Despite the strong returns, investors remain cautious on factor investing INTRODUCTION We present the performance of five well-known factors on an annual basis for the last 10 years. Specifically, we only present factors where academic research supports the existence of
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Asset pricing theory & the role labor displacement plays [Alpha Architect]In this article about asset pricing theory, we examine the research on the impact of technological advances that displace human labor in favor of machine capital to asset pricing. Automation and the displacement of labor by capita: Asset pricing theory and empirical evidence Jir Knesl Journal of Financial Economics, 2023 A version of this paper can be found here Want to read our summaries of