تغريدة مثبتة
Traditionally quants have used factor models (which these days mostly produce at most beta and risk premia) and alphas (temporarily sustainable "edges") to produce signals.
With the proliferation of ML and deep learning in institutional trading, "features" (model inputs) and outputs of robust ML systems are being used as alternatives to the above. This is especially prevalent in top quant shops in China & Asia, and less prevalent in Wall Street (no right or wrong, good or bad).
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