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Factor investing, earnings forecasts, alternative data. Do you have an investment strategy that can be optimized with machine learning?

ASSET CLASS

STRATEGY SAMPLES

STOCK UNIVERSE

PREDICTION HORIZON

  • Equities

  • Style Factor

  • Earning Estimates

  • Alternative Data

  • Russell 3000

  • MSCI ACWI

  • Monthly

  • Quarterly

SYSTEMATIC RESEARCH PROCESS

STEP 6

STEP 5

REAL TIME TRADING

LITERATURE

REVIEW

DATA PREPROCESSING

FEATURE

ENGINEERING

MODEL DEVELOPMENT

Setting up infrastructure to train your model real time

and execute orders in an automated trading environment. 

Simulate a trading strategy using historical data to generate results and analyze performance before risking actual capital.

Start with baseline models then move to more complex machine learning. Use cross validation, grid search and others to optimize hyperparameters while not overfitting. 

Using domain knowledge of the data to construct features that have predictive power of the output variable. 

Research the findings of academic scholars in the related field. 

Transforming raw data into an understandable format. 

STEP 1

STEP 2

STEP 3

STEP 4

STRATEGY BACKTEST

Let's talk about your quantitative strategy
INSTITUTIONAL CLIENTS ONLY

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