Category: Uncategorized

Metalabeling and the duality between cross-sectional and time-series factors

Features are inputs to supervised machine learning (ML) models. In traditional finance, they are typically called “factors”,...

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Introducing: Pre-engineered Stock Fundamental Features at Predictnow.ai

Predictnow.ai is pleased to announce the launch of our new pre-engineered stock fundamental features. These features are...

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Predicting Profitability: Introducing PredictNow.Ai a Live Machine Learning Tool to Alpaca

What is PredictNow.Ai?  PredictNow.ai is a no-code machine learning SaaS-based in Toronto, Canada that is primarily focused...

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Conditional Parameter Optimization: Adapting Parameters to Changing Market Regimes

Every trader knows that there are market regimes that are favorable to their strategies, and other regimes...

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The Amazing Efficacy of Cluster-based Feature Selection

One major impediment to widespread adoption of machine learning (ML) in investment management is their black-box nature:...

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Is News Sentiment Still Adding Alpha?

By Ernest Chan and Roger Hunter   Nowadays it is nearly impossible to step into a quant trading...

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Loss aversion is not a behavioral bias

In his famous book “Thinking, Fast and Slow“, the Nobel laureate Daniel Kahneman described one common example...

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FX Order Flow as a Predictor

Order flow is signed trade size, and it has long been known to be predictive of future...

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A novel capital booster: Sports Arbitrage

By Stephen Hope   As traders, we of course need money to make money, but not everyone...

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Optimizing trading strategies without overfitting

By Ernest Chan and Ray Ng   Optimizing the parameters of a trading strategy via backtesting has...

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