Regression

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)

Infinity or -4: Gambling With Ridge Regression

bet MORE.

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

When A Ridge Regression Maxi Meets Random Forest

Chief Ridge Officer strikes back

If I tell you all the important features, should you include all of them?

why statsmodels >>> sklearn

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

All my homies hate LASSO

I fell out of love with LASSO. it's not you it's me baby :(