This is a summary of links featured on Quantocracy on Tuesday, 09/24/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Deep Trading with TensorFlow: Recapitulating [Todo Trader]e have already traveled a good part of the trip, but there is still an important part. In this post, I tell you where we are and how much we have left. Courage, we sure got it! The Machine Learning Workflow The following diagram provides a high-level overview of the stages in a machine learning workflow. It is made in the IDEF0 style because I am looking for simplicity (BPMN is not pleasant for
-
The Volatility Effect Revisited [Alpha Architect]One dirty little secret that has been hiding behind the curtains of finance for a long time, is that high-risk stocks do not have higher returns than low-risk stocks. Back in 1975 Haugen and Heins first recognized the low-risk anomaly: Our emperical efforts do not support the conventional hypothesis that risk systemic or otherwise generates a special reward. Indeed, our results indicate