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Quantocracy’s Daily Wrap for 12/18/2020

This is a summary of links featured on Quantocracy on Friday, 12/18/2020. To see our most recent links, visit the Quant Mashup. Read on readers!

  • QQQ:IWM for Risk-on and GLD:TLT for Risk-off? [CXO Advisory]

    A subscriber asked about a strategy that switches between an equal-weighted portfolio of Invesco QQQ Trust (QQQ) and iShares Russell 2000 ETF (IWM) when the S&P 500 Index is above its 200-day simple moving average (SMA200) and an equal-weighted portfolio of SPDR Gold Shares (GLD) and iShares 20+ Year Treasury Bond ETF (TLT) when below. Also, more generally, is an equal-weighted portfolio of
  • Reinforcement Learning for Trading [Quant Dare]

    One of the most appealing areas of Artificial Intelligence is Reinforcement Learning, for its applicability to a variety of areas. It can be applied to different kinds of problems, in the present article we will analyze an interesting one: Reinforcement Learning for trading strategies. Reinforcement Learning We introduced Reinforcement Learning and Q-Learning in a previous post. In order to

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