Ivan BlancoAnomalies and the Expected Market ReturnFrom my perspective, there are two key takeaways from the paper (link at the end):Apr 5Apr 5
Ivan BlancoPortfolios Through Deep Reinforcement Learning and Interpretable AIThe main paper innovation lies in using DRL to directly optimize the portfolio objective function without the need to estimate the vector…Apr 3Apr 3
Ivan BlancoStock Picking with Machine LearningApplying deep learning by integrating fundamentals, equity factors, and technical indicators as inputs to improve stock picking.Apr 2Apr 2
Ivan BlancoForecasting Financial Markets from influential leaders Tweets.New Investment idea from papers! “Effect of Leader’s Voice on Financial Market” (link to the free paper at the end of this post)Apr 1Apr 1
Ivan BlancoMacroeconomic forecasting and sovereign risk assessment using deep learning techniques🔔 New Research Ideas Summed Up in Less Than 2 Minutes!Mar 31Mar 31
Ivan BlancoHow You Can Backtest the 60/40 Strategy in Less Than 30 Python Lines?Analyzing Past Performance and Future of the Well-Known 60/40 Portfolio Strategy Using Python.Jan 20Jan 20
Ivan BlancoHow to build trading strategies from candelstick images?Trading with CNNs: Re-imaging Price TrendsJan 16Jan 16
Ivan BlancoStock Price Prediction Incorporating Clustering MethodsNew Quant Trading Idea: “Stock Price Prediction Incorporating Market Style Clustering”Jan 10Jan 10
Ivan BlancoHow to use Spatiotemporal Transformers for Stock Prediction?New Quantitative Trading Idea: “Spatiotemporal Transformer for Stock Movement Prediction”Jan 54Jan 54
Ivan BlancoCombining Clustering with Statistical ArbitrageNew Quantitative Trading Idea: “Correlation Matrix Clustering for Statistical Arbitrage Portfolios”Jan 3Jan 3