Implied risk premia

May 15, 2020 | OSM

In our last post, we applied machine learning to the Capital Aset Pricing Model (CAPM) to try to predict future returns for the S&P 500. This analysis was part of our overall project to analyze the various methods to set return expectations when seeking to build a satisfactory portfolio. Others ...
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Data Privacy in the Age of COVID-19

May 14, 2020 | Ryan Sheehy

Hugo Bowne-Anderson, the host of DataFramed, the DataCamp podcast, recently interviewed Katharine Jarmul, Head of Product at Cape Privacy. Introducing Katharine Jarmul Hugo Bowne Anderson: Hey Katharine. Katharine Jarmul: Hi Hugo. Hugo Bowne Anderson:...
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How to Write a Git Commit Message, in 7 Steps

May 11, 2020 | Paul van der Laken

Version control is an essential tool for any software developer. Hence, any respectable data scientist has to make sure his/her analysis programs and machine learning pipelines are reproducible and maintainable through version control. Often, we use git for version control. If you don’t know what git is yet, ... [...Read more...]

Machined risk premia

May 8, 2020 | OSM

Over the last few posts, we’ve discussed methods to set return expectations to construct a satisfactory portfolio. These methods are historical averages, discounted cash flow models, and risk premia. our last post, focused on the third method: risk ...
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