Weights always should be optimized in view of many factors not just covariance and standard deviation and mean returns especially if the algo will frequently rebalance
@@shivamkushwaha1029 go definitly for nassim taleb book " hedging " 1998 as Welles as pricing and / or estimation problems as this tend to be analyzed diffrently , another book " maitriser l'aléatoire " it is an exercice book but in any ways encapsulate many important concepts which you then can help one day to create and test your own estimators which can help you hopefully make a little bit of money but consistently Best of luck
Weights always should be optimized in view of many factors not just covariance and standard deviation and mean returns especially if the algo will frequently rebalance
hi miliallen7733, i am data scientist and i have just started to learn about quant trading. could you recommend some resources and give some tips ?
@@shivamkushwaha1029 go definitly for nassim taleb book " hedging " 1998 as Welles as pricing and / or estimation problems as this tend to be analyzed diffrently , another book " maitriser l'aléatoire " it is an exercice book but in any ways encapsulate many important concepts which you then can help one day to create and test your own estimators which can help you hopefully make a little bit of money but consistently
Best of luck
What about checking if my prediction errors are random , I believe it is important as well to take that in to consideration as well !
11:39 thiis
Can you add Turkish subtitles please
great!
All factors are risk factors , alpha is just a math artifact
Qna 48:45
RIP
Indeed - loved the company
@@XShollaj what happened tho ?
@@Mishairl They sadly stopped what they were doing, such as publishing their articles.