Quantitative Trading

Quantitative investment and trading ideas, research, and analysis.

Friday, July 22, 2022

The demise of Zillow Offers: it is not AI's fault!

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The story is now familiar: Zillow Group built a home price prediction system based on AI in order  to become a market-maker in the housing i...
2 comments:
Friday, January 28, 2022

800+ New Crypto Features

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 By Quentin Viville, Sudarshan Sawal, and Ernest Chan PredictNow.ai is excited to announce that we’re expanding our feature zoo to cover cry...
7 comments:
Wednesday, September 22, 2021

Welcome to Our Feature Zoo with 600+ features!

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  By Akshay Nautiyal and Ernest Chan This has been a summer of feature engineering for PredictNow.ai. First, we launched the US stock cross-...
3 comments:
Wednesday, July 14, 2021

Metalabeling and the duality between cross-sectional and time-series factors

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By Ernest Chan and Akshay Nautiyal Features are inputs to supervised machine learning (ML) models. In traditional finance, they are typicall...
5 comments:
Thursday, April 01, 2021

Conditional Parameter Optimization: Adapting Parameters to Changing Market Regimes via Machine Learning

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Every trader knows that there are market regimes that are favorable to their strategies, and other regimes that are not. Some regimes are ob...
6 comments:
Friday, January 22, 2021

The Amazing Efficacy of Cluster-based Feature Selection

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One major impediment to widespread adoption of machine learning (ML) in investment management is their black-box nature: how would you expla...
10 comments:
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Ernie Chan

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