Quantitative Analysis · Data Science · Machine Learning

Author archive for quant

  • Finding a Balance between Precision and Recall

    The choice between precision and recall as the most important metric for evaluating a machine learning model depends on...

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  • Steps to reduce overfitting a model using RFC

    Overfitting is a common issue in machine learning where a model becomes excessively tailored to the training data, losing...

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  • The Group of Ten (G10) currency pairs

    The G10 currency pairs, also known as the Group of Ten currency pairs, refer to a group of major...

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  • The impact of NFP reports on forex markets

    What is NFP (non-farm payroll) report? The non-farm payroll (NFP) report is a key economic indicator released by the...

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  • The impact of AI in financial markets

    The financial markets are constantly evolving, and the integration of artificial intelligence (AI) is the latest development set to...

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  • Is the Efficient Market Hypothesis flawed?

    The Efficient Market Hypothesis (EMH) is a theory in financial economics that states that financial markets are “informationally efficient,”...

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  • Technical vs Fundamental analysis

    Technical trading and fundamental trading are two different approaches to analyzing and making investment decisions in the financial markets....

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  • Evaluating Portfolio risk-adjusted returns

    Evaluating a portfolio’s risk-adjusted return is more informative than evaluating its return alone because it allows investors to compare...

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  • Evaluation Metrics: Gain-to-Pain Ratio

    The Gain to Pain ratio (also known as the RPR – Reward to Pain ratio) is a risk-adjusted performance...

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  • Evaluation Metrics: Treynor Ratio

    The Treynor ratio is a measure of risk-adjusted return, similar to the Sharpe ratio and the Sortino ratio. It...

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