This is a summary of links featured on Quantocracy on Thursday, 11/21/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Day 23: Logic or Luck [OSM]On Day 22 we saw a meaningful improvement in our strategy by waiting an additional week to quantify model error and then using that error term to adjust the prediction on the most recently completed week of data. What was even more dramatic was comparing this improved strategy to one that followed the same waiting logic, but did not include the error correct. It turned an underperforming strategy