QM's Newsletter
QMTrading Stuffs IMPORTANT: All my future writings will be at quantymacro.com https://twitter.com/quantymacro
| Platform |  | Pricing | Freemium | Publishes | Weekly |
|---|---|---|---|---|---|
| Issues | 14 | Founded | 3 years ago | Last Issue | 2 years ago |
| Active | |||||
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quantymacro.substack.comLatest Issues
When A Ridge Regression Maxi Meets Random Forest
When A Ridge Regression Maxi Meets Random Forest
Google DocsEveryone who RT and fills up this form will get access
Friends, welcome back.
A lot of Ridge haters out there have been rejoicing after reading that I'm looking into random fore...
If I tell you all the important features, should you include all of them?
In Quantopolis, a young statistician named quantymacro struggled to perfect his G10 rates regression model.
In Quantopolis, a young statistician named quantymacro struggled to perfect his G10 rates regression model. Despite using conventio...
Intuitive Portfolio Shrinkage That Even Your Mum Can Understand
If you would like to read this article, please fill up this form. And please donate however small to https://www.magicbreakfast.com/
Magic Breakfast
For access to Intuitive Portfolio Shrinkage That Even Your Mum Can UnderstandGoogle Docs...
Lowkey-Advanced Ridge Regression (Part II): Non-Zero Priors, Subset Shrinkage, Cluster Shrinkage
Code attached at the end of post.
Welcome back my Ridge-maximalist friends. Take pride in the fact that you are one of the fortunate ones that know the superiority of Ridge.
look at all the pathetic souls on a Sunday afternoon. mindless...
Lowkey-Advanced Ridge Regression (Part I)
In case some of you are not fully invested in my life yet, actually I started a self challenge where I study regressions only for 30 days:
Day 11 out of 30 of studying regressions only
(yes I’m in that phase of going through...
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