This is a summary of links featured on Quantocracy on Thursday, 07/27/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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XRP-based Crypto Investment Portfolio Inspired by Ripple vs SEC Lawsuit [Quant at Risk]Crypto-market price actions often revolves around the news. Good or bad? It does not matter. However, the recent long-term battle between the SEC and Ripple seemed to reignite the markets. On July 13, 2023, XRP/USDT suddenly shoot up, dragging a number of not so obvious cryptos up along. This was the implication of the courts verdict in the lawsuit. This observation led me to formulate a
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Top Models for Natural Language Understanding (NLU) Usage [Quantpedia]In recent years, the Transformer architecture has experienced extensive adoption in the fields of Natural Language Processing (NLP) and Natural Language Understanding (NLU). Google AI Researchs introduction of Bidirectional Encoder Representations from Transformers (BERT) in 2018 set remarkable new standards in NLP. Since then, BERT has paved the way for even more advanced and improved models.
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Building a No Code Quantitative Backtest Engine for Machine Trading [Hanguk Quant]We started off with the conceptualisation of trading alpha in different abstract representations, such as mathematical formulas, graphs and visual representations: Alpha-Encoding Data Structures Alpha-Encoding Data Structures HangukQuant Jun 30 Read full story For machine trading this would require a convenient translation between the different representations onto computer bits, and we
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Regression is a tool that can turn you into a fool [Alpha Architect]Running regressions on past returns is a great tool for academic researchers who understand this approachs nuance, assumptions, pitfalls, and limitations. However, when factor regressions become part of a sales effort and/or are put in the hands of investors/advisors/DIYers, the tool can quickly turn you into a fool. Dont get me wrong, running regressions on return series is useful for