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Research links: the importance of scale

September 6, 2023
in Trading
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Tuesdays are all about tutorial (and practitioner) literature at Irregular Returns. You possibly can try final week’s version together with a take a look at the historic returns to structured notes.

Quote of the Day

“To foretell extra successfully, you want algorithms that strategy the issue from many various instructions. To do this, you want mannequin builders who assume creatively and knowledge units that supply as many various views on an issue as doable. Scale is important.”

(Igor Tulchinsky and Christopher E. Mason)

Chart of the Day

Research links: the importance of scale

The ten year-3 month Treasury yield unfold has been inverted for a very long time now. (chart by way of FRED)

(twitter.com)



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