When A Ridge Regression Maxi Meets Random Forest
Chief Ridge Officer strikes back
quantymacro
If I tell you all the important features, should you include all of them?
why statsmodels >>> sklearn
Intuitive Portfolio Shrinkage That Even Your Mum Can Understand
For all of you who are degenerates at constructing portfolios
Lowkey-Advanced Ridge Regression (Part II): Non-Zero Priors, Subset Shrinkage, Cluster Shrinkage
I Studied Regressions *Only* for 30 Days So You Don't Have To But You Have To Subscribe Part II
Lowkey-Advanced Ridge Regression (Part I)
I Studied Regressions *Only* for 30 Days So You Don't Have To But You Have To Subscribe
A Non-Guide on Building Personal Projects For HF Quant Roles (Part I)
yes I finally wrote about it.
Farewell Episode: Risk Parity Without Correlations
Never get into a committed relationship with assets' covariance. They're too unstable.
Cross-Predictability Between Assets (Part I): All Signals Matter
As the King of the quantymacro Land, I have passed an executive order of "No Signal Left Behind" effective immediately.
All my homies hate LASSO
I fell out of love with LASSO. it's not you it's me baby :(
the start of my grifting era.
yes I'm starting a "newsletter".