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Quants Corner: Can Machine learning improve strategies?
Quants Corner: Can Machine learning improve strategies?

In-depth research conducted by EPFR’s quantitative team utilizing machine learning algorithms leads us to believe that the answer to this question is, yes, it is entirely possible!

Machine learning algorithms are increasingly important tools for quantitative researchers, allowing the analysis of larger data sets in order to make predictions or conclusions against defined goals.

EPFR Papers: NEW Stock Level Tool
EPFR Papers: NEW Stock Level Tool

EPFR has developed a new tool. Stock Barometer, to help at the individual security level. Organized around a range of well-known indexes, these ‘barometers’ list the stocks in those indexes and illustrate their daily situation based on two key factors, flow momentum and ownership dispersion.