quantitative investment


  • Chapter 08 – Perils and Promise of Evolutionary Computation on Wall Street

    • Using Genetic Algorithms, Optimization Models, and Evolutionary Computation on Wall Street
    “Be careful what you ask for — you might get it.”
    My enthusiasm for machine learning, described at the end of the previous chapter, led me to kiss many artificial intelligence ( AI ) frogs. This included many flavors of inductive and explanation – based learning, [...]

  • Chapter 07 – A Little Artificial Intelligence Goes a Long Way on Wall Street

    • A Little AI Goes a Long Way on Wall Street: Artificial Intelligence and Securities Trading
    “If you give someone a program, you will frustrate them for a day; if you teach them how to program, you will frustrate them for a lifetime.”
    This is a history and technical overview of one of the earliest artificial intelligence (AI) [...]

  • Chapter 05 – A Gentle Introduction to Computerized Investing

    • Computerized Investing, Index Funds, Quantitative Investing, and Active Management
    “Life would be so much easier if we only had the source code.” — Hacker proverb
    The beginning of index investing in the 1970s was the result of a convergence of events, one of those ripe apple moments. Institutional investors began to use firms like A.G. Becker to actually [...]


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