Running systematic equity strategies requires a lot of high-quality data. Data are one of the largest expenses for systematic managers. Today, let’s have a look at free data sources that we found most helpful: Kenneth French Data Library(mba.tuck.dartmouth.edu/pages/faculty/…): Factor and

In today’s fast-paced, data-driven world, terms like Artificial Intelligence (AI) and Machine Learning (ML) are often used interchangeably, but they have distinct meanings. Let’s break it down: 🔍 Definition AI: The broader concept of machines mimicking human intelligence to

Passive investing is often misunderstood. Here are three common pitfalls investors should watch out for: Passive Investing ≠ Diversified Investing - Just because an index includes hundreds or thousands of stocks doesn’t mean it’s truly diversified. Most indices are dominated by

Value stocks can be measured in many ways. Here are the long-term returns of four common definitions since 1951. 👉 Earnings-to-price is likely the most widely used definition in practice, and historically the most lucrative, with the portfolio growing over 70-fold since the

💡The world of machine learning is rich with diverse methods, each offering unique strengths and applications. Here’s a quick snapshot of some key techniques and their evolution over time: - Simple Regression (1800s): Predicts outcomes using a straight line or curve fitted to

Downgrading my X subscription - $48 feels a bit much for something I barely use. Maybe I’m just being cheap 😅

Global factors yesterday. In case you wonder what goes up these days 😅

Being critical in research is essential ... regardless of the journal or the author, Nobel Prize or not. If you apply academic research in practice, you quickly learn that the devil is in the details, and you need to replicate or at least test the results with your own data.

Who said what ? #fintwit #finance

We're happy to announce the release of #pandas 2.3.0. You can install it with `pip install pandas` or `conda install -c conda-forge pandas`. Thanks to all contributors and sponsors who made this release possible! The release notes can be found at: pandas.pydata.org/docs/whatsnew/…