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Okay LASSO is meh, but what makes Ridge good?

what made me fell in love with ridge

Why, and how, do some traders who draw lines on charts, look at dual axis time series, regress prices against prices, make money?

cope harder anon

What I Missed When Reading Quantitative Portfolio Management The First Time (Taylor's Version)

For trend followers/long short fellas who wanna use portfolio optimisers (probably)

Variance Penalty In Portfolio Optimisation

Volatility is naughty

Infinity or -4: Gambling With Ridge Regression

bet MORE.

On Talking About Your Alpha Research Project In HF Quant Interviews

sorry sir big dawg your Random Forest doesn't have a Sharpe of 18

Paradox of Alpha Uncertainty

Why are you as an adult male, still say alpha errors matter more than covariance errors?

It’s confirmed and *guaranteed*: Ridge Regression >> Tree Model

Source? It was revealed to me in a dream

Special Article: Why does regularisation mostly make your parameters smaller not bigger?

For the real Gs

PCA Truncation On Covariance Matrix - Everyone Talks About It, But What Does It Actually Do?

I bombed 2 quant interviews because I failed PCA questions. Inshallah won't happen again