This is a summary of links featured on Quantocracy on Sunday, 02/18/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to Model Features as Expected Returns [Robot Wealth]Modeling features as expected returns can be a useful way to develop trading strategies, but it requires some care. The main advantage is that it directly aligns with the objective of predicting and capitalising on future returns. This can make optimisation and implementation more intuitive. It also facilitates direct comparison between features and provides a common framework for incorporating