This is a summary of links featured on Quantocracy on Wednesday, 11/07/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
Ensemble Strategies [Build Alpha]What is an Ensemble Strategy or Method? In statistics and machine learning, ensemble methods use multiple learning algorithms (trading strategies in our case) to obtain better predictive performance than could be obtained from any of the constituent (individual strategies) learning algorithms. A simpler example would be to think of it as a voting system. Imagine 3 SPY strategies. In theory
Volcano escape with Gradient Descent [Quant Dare]Gradient Descent is one of the most important algorithms in Machine Learning. It is an iterative method to find the minimum of a given function. That is the reason why today we will go through the intuition behind it and cover a practical application. Concepts to keep in mind Lets start. For any kind of model that we want to create we will have different parameters to fit. Different sets of