This is a summary of links featured on Quantocracy on Thursday, 01/16/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Timing Low Volatility with Factor Valuations [Alpha Architect]Funds flows are frequently analyzed by investors to gauge the demand for investment strategies, but it represents a challenging exercise. Key issues are data availability as few market participants disclose their holdings as well as reporting frequency as limited data is published in real-time. The resulting headlines in media, therefore, are often confusing, although they naturally also reflect
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Predicting Bank Nifty Open Price Using Deep Learning [Quant Insti]With the advent of several machine / deep learning models, there have been several theories emerging in applying these techniques for stock market prediction because of the difficulty and complexity it involves. In this project, were trying to solve the problem using a classifier to predict whether the Bank Nifty index listed in NSE will go up or down, on the next day open using two Deep