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Amazon's Industry Membership Evolution
Leveraging AI clustering techniques to better understand how companies can be grouped compared to traditional binary industry groupings
May 1, 2024
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Amazon's Industry Membership Evolution
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April 2024
Using Machine Learning to Explain Credit Ratings
We explore how machine learning can be leveraged to better understand the drivers behind credit ratings of public companies.
Apr 17, 2024
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Paul Kara
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Using Machine Learning to Explain Credit Ratings
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March 2024
Forecasting Volatility Using Machine Learning
Comparing traditional models to an LSTM model in predicting the volatility of equities
Mar 19, 2024
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Paul Kara
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Forecasting Volatility Using Machine Learning
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February 2024
Avoiding Dividend Cutters to Build a Better Dividend Yield Strategy
We provide a high-level overview on a recent strategy we developed that leverages our core technology and machine learning to deliver promising results
Feb 13, 2024
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Avoiding Dividend Cutters to Build a Better Dividend Yield Strategy
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January 2024
Understanding Security Sensitivity to Good and Bad Times Through Mixture Models
We explore how to leverage Gaussian Mixture Models (GMM) to model regime dependent betas
Jan 24, 2024
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Understanding Security Sensitivity to Good and Bad Times Through Mixture Models
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Timing Luck in Factor Rebalancing
A look at how variations in individual factor turnover rates can introduce variance or luck into the performance outcomes of quant factor portfolios.
Jan 3, 2024
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Timing Luck in Factor Rebalancing
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December 2023
The Role of Skill & Breadth in Quant Investing
We explore the one of the key concepts within in active portfolio management built around investor skill and the number of bets they take.
Dec 15, 2023
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AlphaLayer
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Paul Kara
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The Role of Skill & Breadth in Quant Investing
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A Random Walk Down the Factor Zoo
“A blindfolded monkey throwing darts at a newspaper’s financial pages could select a portfolio that would do just as well as one carefully selected by…
Dec 5, 2023
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AlphaLayer
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Paul Kara
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A Random Walk Down the Factor Zoo
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November 2023
Leveraging Regime Models to Boost Strategy Performance
"The stock market is the story of cycles and of the human behavior that is responsible for overreactions in both directions." - Seth Klarman Modeling…
Nov 28, 2023
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AlphaLayer
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Paul Kara
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Leveraging Regime Models to Boost Strategy Performance
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Steps to Market Neutrality
We explore an optimization technique to reduce passive risk in actively managed portfolios.
Nov 22, 2023
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AlphaLayer
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Paul Kara
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Steps to Market Neutrality
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