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Quantocracy’s Daily Wrap for 10/31/2017

Tags: trading
DATE POSTED:November 1, 2017

This is a summary of links featured on Quantocracy on Tuesday, 10/31/2017. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Do Portfolio Factors or Characteristics Drive Expected Returns? [Alpha Architect]

    This article examines a somewhat over-looked, but important, discussion that raged among academic researchers in the late 1990s and early 2000s. The topic: factors versus characteristics. What do you mean, Factors versus characteristics? We often highlight that the value premium can be explained by either risk and/or mispricing. A core aspect of the risk argument is that a
  • Trading Using Decision Tree Classifier Part 1 [Quant Insti]

    The strategy in this blog will cover no normal technical indicators, but some of my own creation. Also, we will see the difference between strategy performance on test and train data along with respect to the changes in the size of the train data and the prediction length. Unlike in my previous blogs, in here I will use a dynamic time frame to fetch data for the past few days. But before we begin,

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Tags: trading