This is a summary of links featured on Quantocracy on Thursday, 11/19/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
Why complex models are data-hungry? [Eran Raviv]If you regularly read this blog then you know I am not one to jump on the AI Bandwagon, being quickly weary of anyone flashing the Its Artificial Intelligence joker card. Dont get me wrong, I understand it is a sexy term I, but to me it always feels a bit like a sales pitch. If the machine does anything (artificially) intelligent it means that the model at the back is complex,
Tesla’s inclusion in the S&P 500 – Is there a trade? [Robot Wealth]The S&P index committee recently announced that Tesla, already one of the biggest stocks listed in the country, would be included in the S&P 500. Heres the press release: Due to TSLAs size, it was widely expected to have entered the S&P 500 index much earlier but S&P has some discretionary criteria it applies to ensure that the index is an effective measure of the larger
Does low volatility anomaly work in funds? [Quant Dare]After many years there are many evidences that the low volatility anomaly works in stock markets. We have also mentioned this topic a long time ago to analysis the costs of it. This anomaly says stocks with less price variability deliver higher returns, contrary to everyones belief, which expects that return is supposed to be related to risk. In this post, we want to play and check what would