This is a summary of links featured on Quantocracy on Friday, 05/29/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Mad methods [OSM]Over the past few weeks, weve examined the three major methods used to set return expectations as part of the portfolio allocation process. Those methods were historical averages, discounted cash flow models, and risk premia models. Today, well bring all these models together to compare and contrast their accuracy. Before we make these comparisons, we want to remind readers that were now
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Two Different Methods to Apply Some Corey Hoffstein Analysis to your TAA [QuantStrat TradeR]So, first off: I just finished a Thinkful data science in python bootcamp program that was supposed to take six months, in about four months. All of my capstone projects I applied to volatility trading; long story short, none of the ML techniques worked, and the more complex the technique I tried, the worse it performed. Is there a place for data science in Python in the world? Of course. Some
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Smart(er) Investing – The Easy Way [Alpha Architect]Most of the time we make you earn your education by reading our posts to build up your knowledge of the latest and greatest academic research concepts. That said, we understand there are different ways to educate, which is why were experimenting with video and audio. In the videos below, 3 of our teammates at Alpha Architect Perth Tolle, Tommi Johnsen, PhD, and Elisabetta Basilico,