Machine Learning & Quant Finance

Machine Learning & Quant Finance

Quant Letter: November 2023, Week 2

Weekly quantitative finance newsletter

Dr. Derek Snow's avatar
Dr. Derek Snow
Nov 08, 2023
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ArXiv

Finance

Maximizing Portfolio Predictability with Machine Learning: Portfolio Predictability Maximization using ML: A stock portfolio called the maximally predictable portfolio (MPP), created using machine learning and a Kelly criterion strategy, consistently performs better than the benchmark. (2023-11-03, shares: 5)

Arbitrage Opportunities in Mean F…

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