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.
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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.