Richard Bateson, Director, Bateson Asset Management
| May 22, 2018
View an extract of this session held at the London Big Data and Machine Learning Revolution event in April 2018.You can also access the full video and slides.
Combining alternative news and sentiment data with traditional signals can provide increased risk-adjusted returns in long/short equity portfolios. In this presentation we consider the application of Machine Learning techniques to capture these effects and explore non-linear approaches to alternative data.
Today we will discuss one of the simplest ones, k-NN, which is the Nearest Neighbours technique but some of the others can give amazing overfitting power, like neural nets. But Python provides a great toolkit for most applications
Please use your business email. If you don't have one, please email us at email@example.com.
By providing your personal information and submitting your details, you acknowledge that you have read, understood, and agreed to our Privacy Statement and you accept our Terms and Conditions. We will handle your personal information in compliance with our Privacy Statement. You can exercise your rights of access, rectification, erasure, restriction of processing, data portability, and objection by emailing us at firstname.lastname@example.org in accordance with the GDPRs. You also are agreeing to receive occasional updates and communications from RavenPack about resources, events, products, or services that may be of interest to you.
Your request has been recorded and a team member will be in touch soon.