A probabilistic framework for strategy de-allocation
One of the most scientific articles on substack!
Hi Mate! For the moment I tested only in a certain models based on factors. But if the PnL from the MR systems is smooth, the result should be similar
One of the most scientific articles on substack!
Hi Mate! For the moment I tested only in a certain models based on factors. But if the PnL from the MR systems is smooth, the result should be similar