Quantitative Trading

In our previous blog post, we introduced latent variable models, where the latent variable can be thought of as a feature vector that has be...

By QTS Capital Management LLC Prepared by Ernest Chan, Chairman, and Nahid Jetha, CEO Features are inputs to machine learning algorithms. S...

By Hamlet Medina & Ernest Chan *** A Weekend with Ernie Chan in London : Trading with GenAI Imperial College London, United Kingdom Nov ...

Is it really better than Predictnow.ai's Conditional Portfolio Optimization scheme? We wrote a lot about transformers in the last three ...

In the previous  blog post , we saw how we can apply self-attention transformers to a matrix of time series features of a  single  stock. Th...

In the previous blog post , we gave a very simple example of how traders can use self-attention transformers as a feature selection method:...

 For those of us who grew up before GenAI became a thing (e.g. Ernie), we often use tree-based algorithms for supervised learning. Trees wor...

The answer to this question may seem obvious if you read the breathless proclamations of AI luminaries, but good quantitative investors shou...