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Machine learning is getting better, but has much to learn
Last week, I discussed the tremendous risks of overfitting algorithms to noisy data and the potential to create seemingly profitable investment…
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Joachim Klement
The big risk of big data
One of the benefits of the 21st century is the availability of large amounts of data that can be analysed quickly.
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Joachim Klement
The Hitchhiker’s Guide to Investment Research, Part 5: The Two Razors
Everyone who read the Hitchhiker’s Guide to the Galaxy knows there are five parts in this trilogy of four.
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Joachim Klement
1
Outfoxed
I have written before about the observation that factor returns and smart beta funds tend to show much lower returns after a factor has been published…
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Joachim Klement
4
Don’t bother forecasting the next 12 months
The title of this post may lead some readers to conclude that in the current environment, there are so many uncertainties that it is impossible to…
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Joachim Klement
6
Build back better
Last week, I have written twice about the poor performance of forecasts in general and in recent years due to the extreme shocks from the pandemic…
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Joachim Klement
1
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