This is a summary of links featured on Quantocracy on Wednesday, 05/25/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
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Extending Historical Daily Commodities Data to 100 years [Quantpedia]Finding a high-quality data source is crucial for quantitative trading strategies. Also, having a long history is beneficial. Fama & French, for example, offer free historical data for stocks and a variety of factors. However, it is very hard to get good-quality and free data for other asset classes. For this reason, we have already examined how to extend historical daily bond data to 100
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Hierarchical clustering: explanation and classification [Quant Dare]Clustering algorithms are one of the main techniques in the field of unsupervised learning. In the machine learning context, we understand by unsupervised learning the process of analyzing and identifying patterns in unlabeled datasets. Unsupervised learning algorithms observe similarities and differences in input data in order to discover hidden patterns or data groupings. As their name suggests,