This is a summary of links featured on Quantocracy on Wednesday, 06/23/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Replicating the J.P. Morgan Efficiente Index [Portfolio Optimizer]The J.P. Morgan Efficiente 5 Index is a tactical asset allocation strategy designed by J.P. Morgan based on a broad universe of 13 ETFs. This post will illustrate how to replicate this strategy with Google Sheets. Notes: A fully functional spreadsheet corresponding to this post is available here. Credit were credits due: I first discovered this strategy on AllocateSmartly. Strategy
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Improving crypto investing with Reinforcement Learning [Quant Dare]Cryptocurrencies are a hot topic in the investing world, but is it possible to create an investment methodology combining modern Reinforcement Learning with classical indicators? Along this blog we have covered topics such as how to automate cryptocurrencies investment or whether reinforcement learning is suitable for trading. In this post, we try to combine Reinforcement Learning with a