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Open Quant Weekly

Feb 01, 2020

Stay ahead with the latest developments in Financial Data Science & Alternative Data

Finance

  1. Algorithms in Future Capital Markets [SSRN]
     
  2. Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI [SSRN]
     
  3. 2020 Capital Market Assumptions for Major Asset Classes [AQR]
     
  4. A 'Billions' cocreator explains how he cracked into the secretive world of hedge funds to make the show realistic [BI]

Alternative Data

  1. Alternative data sets … quality is the challenge, not quantity [hedgeweek]
     
  2. Scraping the Web Is a Powerful Tool. Clearview AI Abused It [Wired]
     
  3. Five stories of uniting data and meaning through data catalog software [data.world]

Data Science

  1. Latest from the Kensho Blog: Testing ML algorithms [Kensho]
     
  2. Introducing CausalNext. A toolkit for causal reasoning with Bayesian Networks [github]
     
  3. Fundamental Algorithms in Python [github]
     
  4. Interpretable Machine Learning for Privacy-Preserving Pervasive Systems [IEEE]
     
  5. Amazon Gets Into the AutoML Race with AutoGluon [Towards Data Science]
     
  6. Deloitte aiStudio creates transparency with Lucid ML [Deloitte]
The Open Quant Weekly is a manually curated newsletter that delivers fresh content about Data Science, Alternative Data and Business in the Financial Services & Technology industry.
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Shoutout to Paul Martin, Glener Dourado, Gerardo Rocha BenignoCharlie You, Jonathan Forbes, Julian Mullings-Black, Stuart Johnson and ohoho who sponsored our Open Source project!

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