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Open Quant Weekly

Jan 19, 2020

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

Finance

  1. The Hierarchical Risk Parity Algorithm [hudsonthames.org]
     
  2. How expensive are ESG stocks? [factorresearch.com]
     
  3. Sentiment Analysis of European Bonds 2016–2018 [frontiersin.org]
     
  4. Knowledge Graphs and AI: The Future of Financial Data [David Newman, Wells Fargo]

Alternative Data

  1. Quandl Data Conference 2020 Agenda [quandl]
     
  2. Nasdaq TradeTalks: Challenges Facing Data-Driven Investors [Bill Dague, Nasdaq]
     
  3. Why should we care about Alternative Data? [tradersinsight]
     
  4. Finance data provider wants to hire whole new breed of person [efc]

Data Science

  1. Eleven tips for working with large data sets [Nature]
     
  2. The Joy of x. Steven Strogatz and Quanta Magazine new podcast [Apple Podcasts]
     
  3. High-Performance Graph Algorithms Using Linear Algebra [networkdatascience.ceu.edu]
     
  4. AI research and big tech [FT - David Barber, Director of the UCL Centre for Artificial Intelligence]
     
  5. Lossless Compression of Deep Neural Networks [arxiv]
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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