Nuance of Granularity: PGIM’s Contextual Model (PGIM)
As data volumes expand and market dynamics evolve, the challenge has shifted from identifying factors to…
Quantitative Methods
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Limitations of Active Share (Fisher Investments)
Active share is used as a metric to assess how much a portfolio deviates from its benchmark, often interpreted as…
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Point-in-Time Economics and Financial Market Forecasting (Macrosynergy)
This post compares conventional proxies based on revised data with high-quality information states based on…
QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining
Financial markets are noisy and non-stationary, making alpha mining highly sensitive to noise in back testing…
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