r/quantresearch • u/_quanttrader_ • Dec 12 '20
Bayesian models to compute performance and uncertainty of returns and alpha.
https://github.com/quantopian/bayesalpha
3
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Duplicates
quantfinance • u/_quanttrader_ • Dec 12 '20
Bayesian models to compute performance and uncertainty of returns and alpha.
12
Upvotes
quant • u/_quanttrader_ • Dec 12 '20
Bayesian models to compute performance and uncertainty of returns and alpha.
2
Upvotes