Quantocracy’s Daily Wrap for 03/12/2019

This is a summary of links featured on Quantocracy on Tuesday, 03/12/2019. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Random Forest Algorithm In Trading Using Python [Quant Insti]

    In this blog, well discuss what are Random Forests, how do they work, how they help in overcoming the limitations of decision trees. With the boom of Machine Learning and its techniques in the current environment, more and more of its algorithms find applications in various domains. The functions and working of machine learning algorithms differ from each other wherein one algorithm may be
  • GARP Investing: Golden or Garbage? [Factor Research]

    GARP aims to combine Growth and Value investing GARP stocks have outperformed the market since 1989 It is somewhat perplexing how well the strategy worked VALUE VERSUS GROWTH With their thousands of employees, suites of products, international reach, and legendary histories, General Electric (GE) and Amazon are true corporate empires. Of course, GEs fortunes have lately been in decline while
  • Low Volatility Turnover with Value and Momentum [Alpha Architect]

    What are the research questions? What is the relationship between turnover and returns from a low volatility portfolio that integrates value and momentum exposures with low volatility? Does the relationship change if a only one factor is integrated with a low volatility strategy? Note: This is a follow up piece to this blog piece. What are the Academic Insights? CONCAVE WITH DIMINISHING RETURNS.

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