This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.

December 10, 2019

Smart Beta Book – Dec 9, 2019 QMIT by QuantZ

The Sector ranks table (based on bottom up aggregation of QMIT Enhanced Smart Betas within sectors) allows for sector rotation based on factors. The cross-sectional factor rank correlations tell us how correlated the factors are at this juncture vs recent 3y return correlations vs LTD (20y) return correlations. It’s worth noting that cross sectional factor rank correlations are based on today’s alphas across the entire universe while the historical return correlations are only based on the information in the tails (i.e., the 5%-tile spread returns).

See More
QuantInsti

May 13, 2019

Gini Index For Decision Trees – Part I

Decision trees are often used while implementing machine learning algorithms. The hierarchical structure of a decision tree leads us to the final outcome by traversing through the nodes of the tree.

Read More
Page 6 of 6
1 2 3 4 5 6
trading top