ATS '21: Smart-Beta Portfolios - a Machine Learning Approach (Alexandr Proskurin)

Thu, Jul 15, 2021 5:00 PM (UTC)

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In this session we'll talk about how to build better-factor, smart-beta portfolios using Hierarchical Risk Parity Algorithm. We'll also take a look at how fundamental data is used to filter-out the stock universe to replicate specific factors, and how to mix various factors inside of one portfolio using ML allocation techniques.

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Thu, Jul 15, 2021 5:00 PM (UTC / GMT+00:00)
Thu, Jul 15, 2021 5:40 PM (UTC / GMT+00:00)
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