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Quantocracy’s Daily Wrap for 01/31/2020

DATE POSTED:February 1, 2020

This is a summary of links featured on Quantocracy on Friday, 01/31/2020. To see our most recent links, visit the Quant Mashup. Read on readers!

  • Is AI coming after your job? [Mathematical Investor]

    It is no secret that artificial intelligence (AI) systems have made enormous strides in recent years, partly due to the adoption of Bayesian (probability-based) machine learning techniques rather than the rule-based techniques used until about 20 years ago. AI systems have advanced in lockstep with advances in robotics, even though in recent years AI systems have also addressed rather different
  • Low Volatility-Momentum Factor Investing Portfolios [Alpha Architect]

    Factor investing is hard and some factors make it harder than others. A value strategy results in a portfolio of stocks that exhibit temporary or structural issues and are usually rated Sell by brokers, which makes these emotionally challenging to hold. Small caps are companies that are unknown to most investors and lack the prestige associated with investing in firms like Apple or Amazon.
  • Generating OHLC bars with Generative Adversarial Networks [Quant Dare]

    Open-High-Low-Close (OHLC) bars are a type of financial data typically used to represent daily movements in the price of a financial instrument. They give us more information about certain characteristics of the series than line charts, such as intraday volatility or daily momentum. Could Generative Adversarial Networks learn to generate series with the underlying structure of OHLC bars? If its

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