- dividend yield talks about price changes directly as this can be taken as inverse price to dividend ratio
- stock-bond correlation
- Bond and equity prices reflect the discounted value of their future cash flows, where the discount rate approximately equals the sum of a:
- Real interest rate – compensation for the time value of money
- Inflation rate - compensation for the loss of purchasing power over time
- Risk premium – compensation for the uncertainty of receiving future cash flows
compare the fitting vs overfitting denoising using the autoencoder kalman filter seperating the signal from noise
irrespective of the activation function, applying pooling on the
drop out layers help in creating subgraph and model averaging kind of concepts information coefficient bayesian inferance prior psoterior granger causality
Data Ingestion - Data Splitting for validation and Data Preprocessing - Denoising AutoEncoder - Kalman Filter - Dimensional Reduction
Model: - Training Strategies - Cross Validation - Trading strategies - Supply shock - Causality, find the casual dimension - - LOSS Functions - Optimizer choice - Learning Rate scheduler
Plotting Data in everyphase
clustering the
not too much position sizing and all the other volatality into consideration