This is a summary of links featured on Quantocracy on Thursday, 08/29/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Closing the loop [OSM]Summer has a way of getting away from you. That is as much relevant for blog writing as it is for life. Nonetheless, before summer ends we wanted to dust off our series on regime prediction and close the loop on the remaining techniques we had yet to investigate. That is, in our last post we initiated a relatively simple rolling method to retrain the model on more near term (and perhaps more