This is a summary of links featured on Quantocracy on Tuesday, 03/14/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Avoid Equity Bear Markets with a Market Timing Strategy – Part 1 [Quantpedia]In this series of three articles, our goal is to construct a market timing strategy that would reliably sidestep the equity market during bear markets, thereby reducing market volatility and boosting risk-adjusted returns. We will build trading signals based on price-based indicators, macroeconomic indicators, and a leading indicator, a yield curve, that would try to predict recessions and bear
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Twitter Sentiment Analysis Using Zero-Shot Classification [Analyzing Alpha]Are you looking for a way to quickly assess the sentiment of public companies through their tweets without previously training any ML models? The OpenAI API provides powerful, zero-shot classification capabilities so that text data can be classified into multiple categories regardless of whether or not the model has encountered those categories. This guide explains each step using excellent
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Multi-Strategy Hedge Funds: Jack of All Trades? [Finominal]A few select multi-strategy hedge funds generated outsized returns in 2022 However, the average fund lost money The average fund can be simply replicated via the S&P 500 & cash INTRODUCTION Citadel made $16 billion in profits in 2022, Millenium $8.0 billion, and Point 72 $2.4 billion. These returns are spectacular as all three are multi-strategy funds that allocate capital to hundreds of