This is a summary of links featured on Quantocracy on Wednesday, 06/15/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Lasso applied in Portfolio Management [Quant Dare]There are a wide variety of Machine Learning techniques that help us to solve Big Data problems. In this post we talk about how to apply Lasso Regression in Portfolio Management. You may have heard of this technique in the past, for that reason Ill try to explain it in a brief introduction. Lasso definition Least Absolute Shrinkage and Selection Operator or Lasso is a regression analysis method
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Write Covered Call Strategy in Python [Quant Insti]Traders in the derivative market often exercise one of the following: Call option or Put Option. Call option is a financial contract between a buyer and seller, whereby the buyer has the right, but not the obligation, to buy an agreed quantity of a financial instrument from the seller of the option at a certain time for a certain price (the strike price). The Pull Option serves the