Q6: Delaney Mackenzie – Your Quantitative Trading Questions Answered
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How to Deal With Interaction Effects Between Factors
Reid: How would you go about dealing with interaction effects between factors where the signal between the two is not additive? Reid worked at a computational genetics lab for a long time. He says this stuff is super important and actually came up because someone who's currently working on quantopia was bringing it to his attention. "It's I think one of kind of in the forefront of some of what Modern quants are doing"
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