Browsing: Monte Carlo simulations

Posts Tagged ‘ Monte Carlo simulations ’

False Positives and Machine Learning

Jan 23rd, 2020 | Filed under: Newly Added, Alternative data, Technology, Fintech, Artificial Intelligence, Machine Learning, CTA, The A.I. Industry, Risk management, Hedge Funds, Alternative Investments in Context, Risk Management Strategies & Processes, Other Topics in A.I.

There is a high rate of failure among quant funds. These include smart beta, factor investing, statistical arbitrage, and CTAs. Such false positive strategies are a widespread industry problem. Since psychiatrists have long traded on the ability of the human mind to find an elaborate narrative in a random inkRead More


Quantum Computing Will Mess Up all Expectations

Jul 11th, 2019 | Filed under: Newly Added, Algorithmic and high-frequency trading, The A.I. Industry, Technology, Other Issues in Private Investments, Business News, Private Investments, Risk Management & Operations

There are reports that Google is preparing an announcement of “quantum supremacy” for later this year. If true, this is the biggest tech story since the transistor replaced vacuum tubes. It could be a disruptive development for just about every business with an IT department. Among much else, quantum supremacyRead More