Quantocracy’s Daily Wrap for 11/06/2018

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Slicing and dicing the US equity market into factor buckets is, at its core, an effort to enhance return by engineering more control over risk management. A key part of this framework is recognizing that risk and return for the stock market overall is a byproduct of multiple factors, such as shares trading at low valuations or posting strong price momentum in the recent past. In turn, its

In this blog, we will intuitively understand how a neural network functions and the math behind it with the help of an example. In this example, we will be using a 3-layer network (with 2 input units, 2 hidden layer units, and 2 output units). The network and parameters (or weights) can be represented as follows. forward propagation 1 Let us say that we want to train this neural network to predict

October 2018 Trend Following: DOWN -6.13% / YTD: -14.45% Please find this months report of the Wisdom State of Trend Following. Performance is hypothetical. Chart for October: Wisdom State of Trend Following – October 2018 And the 12-month chart: Wisdom State of Trend Following 12 months – October 2018 Below are the summary stats: Horizon Return Ann. Vol. Last month -6.13% 15.5% Year To Date