This is a summary of links featured on Quantocracy on Friday, 12/21/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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ReSolve 12 Days of Christmas [Invest ReSolve]This holiday season, ReSolve is offering a gift in podcast-form: a 12-episode mini-series, where we will explore, from first principles, timeless investment wisdom that will help you maximize your long-term success. From universe selection to portfolio construction, our aim is to offer you a comprehensive framework for a more thoughtful investment approach, for yourselves and your clients.
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Machine Learning Classification Methods and Factor Investing [Alpha Architect]In the last post in our machine learning series, we showed how nonlinear regression algos might improve regression forecasting relative to plain vanilla linear regression (i.e., when underlying reality is nonlinear with complex interactions). In this piece, well first review machine learning for classification, a problem which may be less familiar to investors, but fundamental to machine