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When A Ridge Regression Maxi Meets Random Forest
When A Ridge Regression Maxi Meets Random Forest
Jun 14, 2024
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When A Ridge Regression Maxi Meets Random Forest
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May 2024
If I tell you all the important features, should you include all of them?
In Quantopolis, a young statistician named quantymacro struggled to perfect his G10 rates regression model.
May 28, 2024
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If I tell you all the important features, should you include all of them?
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Intuitive Portfolio Shrinkage That Even Your Mum Can Understand
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May 9, 2024
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Intuitive Portfolio Shrinkage That Even Your Mum Can Understand
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April 2024
Lowkey-Advanced Ridge Regression (Part II): Non-Zero Priors, Subset Shrinkage, Cluster Shrinkage
Code attached at the end of post.
Apr 22, 2024
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Lowkey-Advanced Ridge Regression (Part II): Non-Zero Priors, Subset Shrinkage, Cluster Shrinkage
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Lowkey-Advanced Ridge Regression (Part I)
In case some of you are not fully invested in my life yet, actually I started a self challenge where I study regressions only for 30 days:
Apr 3, 2024
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Lowkey-Advanced Ridge Regression (Part I)
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March 2024
A Non-Guide on Building Personal Projects For HF Quant Roles (Part I)
First of all, to the experienced practitioners among my readers, I apologise that this article most likely will not be relevant to you.
Mar 25, 2024
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A Non-Guide on Building Personal Projects For HF Quant Roles (Part I)
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Farewell Episode: Risk Parity Without Correlations
(Sample code attached at the end)
Mar 10, 2024
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Farewell Episode: Risk Parity Without Correlations
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February 2024
Cross-Predictability Between Assets (Part I): All Signals Matter
⚓ Cross-Predictability in Trend Signals
Feb 20, 2024
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Cross-Predictability Between Assets (Part I): All Signals Matter
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All my homies hate LASSO
🔮how good is LASSO at recovering sparsity?
Feb 7, 2024
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All my homies hate LASSO
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January 2024
the start of my grifting era.
yes I'm starting a "newsletter"
Jan 23, 2024
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the start of my grifting era.
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Should you combine positions or signals? (Part II): Having your cake and eating it too
Sample code provided at the end of the post.
Jan 18, 2024
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Should you combine positions or signals? (Part II): Having your cake and eating it too
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Should you combine positions or signals? (Part I): Having your cake and eating it too
Let’s just assume we have 2 signals (Trend and Carry).
Jan 18, 2024
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Should you combine positions or signals? (Part I): Having your cake and eating it too
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