This is a summary of links featured on Quantocracy on Monday, 01/31/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Naive modelling of credit defaults using a Markov Random Field [Gautier Marti]Mid-2020, I read a book on probabilistic graphical models (PGMs) applied in finance by Alexander Denev. Mid-2021, I hosted a machine learning meetup with an application of PGMs to predict the future states of economic and financial variables, and geopolitical events based on forward-looking views expressed by experts in news articles. In this blog post, I finally provide some basic code to
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Introduction to Dollar-Cost Averaging Strategies [Quantpedia]Most of you have probably heard the saying that somebody averaged into or out of his investment position. But what does it exactly mean, and what different dollar-cost averaging strategies exist? We plan to unveil our new Dollar-Cost Averaging report for Quantpedia Pro clients next week, and this article serves as a short introduction to this term. What is dollar-cost averaging?
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Cryptocurrency Hedge Funds [Factor Research]Cryptocurrency hedge funds generated abnormally high and uncorrelated returns since 2014 However, the returns can be simply attributed to the performance of Bitcoin Many crypto-beta ETFs & ETPs have been launched, so crypto hedge funds need to move from beta to alpha INTRODUCTION Cryptocurrencies have reached politics far quicker than other financial instruments given their use in criminal