Author: CLu
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Machine learning for trading- from Idea to execution
Introduction Machine learning (ML) involves algorithms that learn rules or patterns from data to achieve a goal such as minimizing a prediction error. The fundamental law of active management postulates that the key to generating alpha is having accurate return forecasts combined with the ability to act on these forecasts。 Information ratio(IR) : ratio of…
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Content
This is a quick orientation for you to obtain the informtion you need. This is to share my own summary and views on the book I read. Either quantitative or fundamental. Personally I found all different Macro data confusing and find it very hard to see the connection among all these data. Hence I want…
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Book Review
For book review, I want to separate it into two parts: The summary of the content using most precise words. This is to bring most information in least time to maximize the efficiency of the reader, which is you. Some extra information, which would be a good complementary of the content above. My personal thoughts…
