‘Corrective’ algo tells quant firm when it’s wrong

Ernest Chan, proprietor of QTS Capital Management, a quantitative hedge fund in Canada, struggled to seek out the perfect use of machine studying in investing till he began asking the machines the place his firm’s systematic investing was going wrong.

Rather than use machine studying to drum up methods of its personal, QTS started to make use of the know-how to foretell the success – or failure – of its man-made methods within the prevailing market circumstances.

The firm’s “corrective AI” algorithm chews via
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https://www.risk.net/investing/quant-investing/7950791/corrective-algo-tells-quant-firm-when-its-wrong

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