Trevor Greetham on Spike-Flation, Equities and Removing Biases
Macro Hive Conversations With Bilal Hafeez
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How to Use Machine Learning to Test Strategies
It's not either of those. It's simpler than that. I mean, it used to live in Excel spreadsheets, you know, so it's MATLAB coding these days. And we'll simulate that and see what the added value looked like and what the information ratio looked like and the consistency of it. So it's not really econometric. When it's sort of a human machine learning, really, you could kind of get the machine learning to do it but I'm always a bit suspicious of trying to over finesse because it's a funny thing, actually. You can do this work itself very easily.
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