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Quantooox

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Joined Joined on  Personal website https://quantooo.com
We scored every headline with FinBERT. News tone didn't predict the next month.
quantooo profile

We scored every headline with FinBERT. News tone didn't predict the next month.

#nlp #machinelearning #datascience #python
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2 min read
Where machine learning did help: forecasting market volatility
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Where machine learning did help: forecasting market volatility

#machinelearning #datascience #timeseries #python
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2 min read
Information coefficient and the t-statistic: is 0.02 better than 0.01?
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Information coefficient and the t-statistic: is 0.02 better than 0.01?

#statistics #datascience #python #beginners
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2 min read
Before costs vs after costs: why we double the trading cost in every test
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Before costs vs after costs: why we double the trading cost in every test

#datascience #statistics #python #beginners
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2 min read
Survivorship bias: testing on today's winners flatters every strategy
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Survivorship bias: testing on today's winners flatters every strategy

#datascience #statistics #beginners #python
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2 min read
Overfitting in practice: our rule that simple wins ties
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Overfitting in practice: our rule that simple wins ties

#machinelearning #datascience #deeplearning #statistics
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2 min read
Walk-forward testing with an embargo: keeping time in order
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Walk-forward testing with an embargo: keeping time in order

#machinelearning #python #datascience #timeseries
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2 min read
Out of how many? Multiple testing and the deflated Sharpe ratio
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Out of how many? Multiple testing and the deflated Sharpe ratio

#statistics #datascience #machinelearning #beginners
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2 min read
Random referees: two controls every ranking model should beat
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Random referees: two controls every ranking model should beat

#machinelearning #datascience #python #statistics
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2 min read
The sealed holdout: why we looked at our test data exactly once
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The sealed holdout: why we looked at our test data exactly once

#machinelearning #datascience #statistics #beginners
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2 min read
Look-ahead bias: the backtest bug that uses tomorrow's newspaper
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Look-ahead bias: the backtest bug that uses tomorrow's newspaper

#datascience #python #statistics #beginners
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2 min read
Our stock score ranked stocks backwards on the one test that mattered
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Our stock score ranked stocks backwards on the one test that mattered

#datascience #statistics #machinelearning #python
Comments
2 min read
We tested 12 machine-learning models on the stock market. None of them worked, and we published everything.
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We tested 12 machine-learning models on the stock market. None of them worked, and we published everything.

#machinelearning #datascience #statistics #opensource
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3 min read
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