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
What about checking if my prediction errors are random , I believe it is important as well to take that in to consideration as well !
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
great!
Can you add Turkish subtitles please
11:39 thiis
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.