Flirting with Models

The Research Library of Newfound Research

Tag: accuracy

How Much Accuracy Is Enough?

Pursuing higher accuracy in an investment strategy is not always enough to make the strategy good over the long run. Skew is also important to consider.

Can Strategy use Dictate Required Model Accuracy?

Benchmarks can be used to gauge performance, to determine the appropriate fit of a strategy, and to set our expectations of model accuracy.
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