Sandrine Ungari - Alternative Risk Premia (S3E10)
Flirting with Models
00:00
How to Label Trants in Financial Markets?
We don't know how to label trants in financial markets, but we know when we simulate the time series, if there is a trand in that time series or not. And so we had this nel network that learned how to recognize a trand based on similated data. But guess what? Over the recent past, that guy wasn't performing either. Which is another way to say tha for transfolling. In particular, the lack of performance of adis, yes, is not so much due to crowding or things like that. It's more than just prize paterns and central banks. You find all sorts of other types of people who can do it better
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