On Talking About Your Alpha Research Project In HF Quant Interviews sorry sir big dawg your Random Forest doesn't have a Sharpe of 18
Paradox of Alpha Uncertainty Why are you as an adult male, still say alpha errors matter more than covariance errors?
It’s confirmed and *guaranteed*: Ridge Regression >> Tree Model Source? It was revealed to me in a dream
Special Article: Why does regularisation mostly make your parameters smaller not bigger? For the real Gs
PCA Truncation On Covariance Matrix - Everyone Talks About It, But What Does It Actually Do? I bombed 2 quant interviews because I failed PCA questions. Inshallah won't happen again
Intuitive Portfolio Shrinkage That Even Your Mum Can Understand For all of you who are degenerates at constructing portfolios
Lowkey-Advanced Ridge Regression (Part II): Non-Zero Priors, Subset Shrinkage, Cluster Shrinkage I Studied Regressions *Only* for 30 Days So You Don't Have To But You Have To Subscribe Part II