Learnings AI Factor @ Portfolio123.com
Three (four?) big tickets in systematic investing:
Fast and reliable point in time data
Ranking Systems
Strategy Books (a portfolio of different strategies that complement well in one “Book”
Now what is the 4th big ticket? AI and ML!
Universe: Easy to Trade North Atlantic
Predictor Trained from 2003 - 2020, this is a pseudo–OOS Test (e.g. the predictor has not been trained on this data, but before!):
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