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Re:Quant Strategies Implemented by the Quantopian Community by jfasi on Thursday February 13, 2014 @03:43PM (#7234176)
See what I'd like to see is a strategy that computes the consensus view of all those strategies.
Re:Quant Strategies Implemented by the Quantopian Community by yelnatz on Thursday February 13, 2014 @08:01PM (#7236048)
Build a random forest with all these quant algorithms as the decision trees?

I wonder how good that'd be.

Re:Quant Strategies Implemented by the Quantopian Community by danielharan on Thursday February 13, 2014 @11:58PM (#7237017)
My guess: over-fitted. It will make money until it explodes.
Re:Quant Strategies Implemented by the Quantopian Community by nl on Thursday February 13, 2014 @11:46PM (#7236978)
Isn't that called "the market"?