This is a summary of links featured on Quantocracy on Thursday, 12/09/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Synthetic Lending Rates Predict Subsequent Market Return [Quantpedia]It is indisputable that the data are changing financial markets computing power has increased, allowing to rise the trends of ML/AI and big data (number of possible predictors or granularity) or HFT strategies. Indeed, not all the datasets are worth the time of academics, investors or traders, but we are always keen to analyze the novel and unique datasets. Of course, if we believe that the