Відео

does anyone know what paper he's referring to at 36:20??

Great video, can’t wait for the video on quantification!

So ml model takes in ... market regime features + trading strategy parameter(if any)+ allocation weights ... spits out sharpe ratio i could easily see this overfit and not having predictive power. If this worked, we would optimize parameter for single strategy. Rebalance parameter each month. But this is no different than walk forward optimization... Also... regimes can change before the weights are rebalanced.

silllllllllly

man he did leave a lot to the imagination but this idea is so insane with AI actually having a neaural'ish network. I wonder if their approach is bruteforcing different set of conditions across asset classes till they find out the conditions that actually affect the markets and in what ratio, and then improve the current model. Coz thats fckin epic

that's a terrible presentation. He did not give any definition of regime, nor did he describe a method how to measure regimes. A lot of talking though

After finishing the video, the thing that immediately come to my mind is to apply this method on the parameter selection of a single strategy. Like doctor said in the beginning, walk forward rolling window method doesn't consider the current market infomation into the decision, but only the past performance of the strategy/portfolio itself, which might also be suffered from a lot of noise overfit issue or the plateaus area is hard to identify......etc I wonder if I change to use this kind of machine learning way to dynamically change the parameter while backtesting, maybe those strategies that I already throwed away could revive. Gread content!

Guys...the content is excellent but you really need to level up the production value if you really want followers.

Mscf at Carnegie mellon vs UCLA vs Cornell , (curriculum) which is best .

Thank you for the presentation, Yuyu!

Audio could be better

𝙥𝙧𝙤𝙢𝙤𝙨𝙢

Thank you for sharing this. Zhang’s work is very exciting

thank you so much for sharing

Hope you would offer me admission！

The material in the slides cannot be seen. Hard to follow without them.

The slides cannot be seen

Can you provide the links mentioned by Sasha at the beginning?

Are the slides available somewhere?