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2min chapter
Quant Radio: Estimating Long-Term Expected Returns
The Quantopian Podcast
Testing Predictive Models with Market Data
This chapter explores the practical application of a three-component forecasting model tested against real market data, highlighting its consistent success across various market conditions. It also discusses the historical impact of these models on investment strategies, demonstrating superior portfolio performance in terms of returns and risk.
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Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode