There are three fundamental ways of testing the validity of an investment algorithm against historical evidence: a) the … investment algorithm should be deployed throughout all market regimes. We denote such assumption the “all-weather” hypothesis …, and the algorithms based on that hypothesis “strategic investment algorithms” (or “investment strategies”).The all …

Traditionally, the development of investment strategies has required domain-specific knowledge as well as access to … restricted datasets. This has meant that investment opportunities are not researched by the majority of data scientists, because … crowdsourcing paradigm for investment research. Tournaments can overcome the two research barriers (domain-specific knowledge and …