Quant Letter: August 2023, Week 5

Weekly quantitative finance newsletter

Aug 30, 2023

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Quantitative

Cryptocurrency Replication via Machine Learning: The paper presents a machine learning method to create synthetic cryptocurrency portfolios that mimic the risk-adjusted return profile of cryptocurrencies, providing a safer investment option. (2023-08-26, shares: 3.0)

News Data's Impact on Trading Decisions: The paper sug…

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