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Peter Cotton, PhD

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34
Date
2022/08/02
Image Link
https://media-exp1.licdn.com/dms/image/sync/C4D27AQGeGTP2KFjDYQ/articleshare-shrink_800/0/1658795769944?e=1660078800&v=beta&t=ajJwOuh4uS-Jsrjb_3aBL_QmUla5YqmDGTM3ACStLCI
ML Score
2
Job
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
Content
Beyond reasonable statistical doubt, it seems the algorithm crowd informs a bitcoin / ethereum rebalanced portfolio. You can view the daily net returns for the microprediction portfolio at https://lnkd.in/dCj-ihGH. Results are live, and always have been. The reference is a fifty-fifty split between #bitcoin and #ethereum. Rebalancing occurs every fifteen minutes in both cases. This was a statistical exercise (sans transaction costs) and my firm does not invest in cryptocurrencies anyway. However, if you'd like to help us with a similar experiment in equities, we could use some of your statistical acumen. There is a daily prize of $125 to complement the bragging rights (see https://lnkd.in/dzjh5GP7) and this will also give you good practice in deploying live models, and making distributional predictions. The article below describes one side of the equities forecasting experiment which is restricted to FAANG stocks. However, I'm posting this now because there's a new one too, involving close to 1,000 stocks and 1,000 portfolios. You are free to use #python, #rlanguage , #julialang , #matlab or whatever you like to enter. It probably makes sense to ping me here for a slack invite, should you wish to roll up your sleeves, for more information and discussion. As with all of these contests, your efforts might one day have near-infinite reuse. Any algorithm that can navigate the microprediction streams can certainly traverse a prediction network, when it arrives. So you'll be "building an open AI network", I dare say. (What a fine subtitle for a book).#opensource #prediction #statistics
Property
Integromat
Link
https://www.linkedin.com/feed/update/urn:li:activity:6960215086535737344
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0
Type
Post
Profile
https://www.linkedin.com/in/petercotton/
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