This is a summary of links featured on Quantocracy on Saturday, 08/08/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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10 Learnings from Open Source [Hudson and Thames]As many of you will know by now, Hudson & Thames is pivoting towards an open-core business model and away from our dreams of pure open source and the unlocking the commons. What follows is a very brief history of our learnings with open-source. Starting Out MlFinLab started as an ambitious project for Ashutosh and my (Jacques) Masters in Financial Engineering at WorldQuant University. We
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Measures of market risk and uncertainty [SR SV]In financial markets, risk refers to the probability distribution of future returns. Uncertainty is a broader concept that encompasses ambiguity about the parameters of this probability distribution. There are various types of measures seeking to estimate risk and uncertainty: [1] realized and derivatives-implied distributions of returns across assets, [2] news-based measures of policy and