While writing the introduction to our upcoming paper “The Volatility Edge” (coming out in the next few weeks), I stumbled upon this gem: an interview by the AQR team with the father of quant trading, Edward Thorp.
I wasn’t aware of this piece before, and I strongly recommend…
@roosgarvi@hamptonism Books that may surpass the four you mentioned depend on your focus. For machine learning, "Elements of Statistical Learning" by Hastie, Tibshirani, and Friedman offers deeper mathematical foundations. "Deep Learning for Finance" by Sofien Kaabar provides modern, practical AI…
Impact of war on markets.
Generally speaking, invasions mark bottoms.
However, the most recent wars on record were relatively small and did not involve a significant risk of potential escalation to a direct conflict between multiple major powers.
The Ukraine war could.
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