This is a summary of links featured on Quantocracy on Friday, 06/10/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
-
New Book Added: Fundamentals of Machine Learning for Predictive Data Analytics [Amazon]Machine learning is often used to build predictive models by extracting patterns from large datasets. These models are used in predictive data analytics applications including price prediction, risk assessment, predicting customer behavior, and document classification. This introductory textbook offers a detailed and focused treatment of the most important machine learning approaches used in
-
Mini-Meucci : Applying The Checklist – Steps 3-5 [Return and Risk]"In the future, instead of striving to be right at a high cost, it will be more appropriate to be flexible and plural at a lower cost. If you cannot accurately predict the future then you must flexibly be prepared to deal with various possible futures." Edward de Bono, author and thinker extraordinaire (born 1933) In this third leg of The Checklist tour, we will take 3 more steps,
-
State of Trend Following in May [Au Tra Sy]A strong down month in May for the state of trend following index, which solidifies the downtrend from the last two months and takes the YTD performance in the red, after the strong start to the year. Please check below for more details. Detailed Results The figures for the month are: May return: -6.17% YTD return: -4.52% Below is the chart displaying individual system results throughout May: